Jeffrey M. Wooldridges Introduction to Econometrics shows how econometrics is a useful tool for answering questions in business, policy evaluation and forecasting environments. Packed with timely, relevant applications, the text incorporates close to 100 intriguing data sets, available in six formats, with appendices and questions available online.
1. The Nature of Econometrics and Economic Data 2. The Simple Regression Model 3. Multiple Regression Analysis: Estimation 4. Multiple Regression Analysis: Inference 5. Multiple Regression Analysis: OLS Asymptotics 6. Multiple Regression Analysis: Further Issues 7. Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables 8. Heteroskedasticity 9. More on Specification and Data Issues 10. Basic Regression Analysis with Time Series Data 11. Further Issues in Using OLS with Time Series Data 12. Serial Correlation and Heteroskedasticity 13. Pooling Cross Sections Across Time: Simple Panel Data Methods 14. Advanced Panel Data Methods 15. Instrumental Variables Estimation and Two Stage Least Squares 16. Simultaneous Equations Models 17. Limited Dependant Variable Models and Sample Selection Corrections 18. Advanced Time Series Topics 19. Carrying Out an Empirical Project