Introductory econometrics : a modern approach

INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 4e illustrates how empirical researchers think about and apply econometric methods in real-world practice. The text's unique approach reflects the fact that undergraduate econometrics has moved beyond just a set of abstract tools to being genuinely useful for answering questions in business, policy evaluation, and forecasting environments. The systematic approach, which reduces clutter by introducing assumptions only as they are needed, makes absorbing the material easier and leads to better econometric practices. Its unique organization separates topics by the kinds of data being analyzed, leading to an appreciation for the important issues that arise in drawing conclusions from the different kinds of data economists use. Packed with relevant applications, INTRODUCTORY ECONOMETRICS offers a wealth of interesting data sets that can be used to reproduce the examples in the text or as the starting point for original research projects.

1 The Nature of Econometrics and Economic Data

Part 1 Regression Analysis With Cross-Sectional 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 Problems

Part 2 Regression Analysis With Time Series Data

10 Basic Regression Analysis with Time Series Data

11 Further Issues in Using OLS with Time Series Data

12 Serial Correlation and Heteroskedasticity in Time Series Regressions

Part 3 Advanced Topics

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 Dependent Variable Models and Sample Selection Corrections

18 Advanced Time Series Topics

19 Carrying out an Empirical Project

Appendices

Appendix A Basic Mathematical Tools

Appendix B Fundamentals of Probability

Appendix C Fundamentals of Mathematical Statistics

Appendix D Summary of Matrix Algebra

Appendix E The Linear Regression Model in Matrix Form

Appendix F Answers to Chapter Questions

Appendix G Statistical Tables

References

Glossary

Index

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Bound With These Titles

On Order

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Table of Contents