Introductory econometrics : a modern approach ; instructor's manual

✍ Scribed by Jeffrey M. Wooldridge

• Publisher: Thomson/South-Western
• Tongue: English
• Leaves: 249
• Category: Library

✦ Synopsis

This manual contains suggested course outlines, teaching notes, and detailed solutions to all of the problems and computer exercises in Introductory Econometrics: A Modern Approach, 4e. For several problems, I have added additional notes about interesting asides or suggestions for how to modify or extend the problem.

✦ Table of Contents

PREFACE iii
SUGGESTED COURSE OUTLINES iv
Chapter 1 The Nature of Econometrics and Economic Data 1
Chapter 2 The Simple Regression Model 5
Chapter 3 Multiple Regression Analysis: Estimation 15
Chapter 4 Multiple Regression Analysis: Inference 28
Chapter 5 Multiple Regression Analysis: OLS Asymptotics 41
Chapter 6 Multiple Regression Analysis: Further Issues 46
Chapter 7 Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables 62
Chapter 8 Heteroskedasticity 79
Chapter 9 More on Specification and Data Problems 91
Chapter 10 Basic Regression Analysis with Time Series Data 102
Chapter 11 Further Issues in Using OLS with Time Series Data 114
Chapter 12 Serial Correlation and Heteroskedasticity in Time Series Regressions 127
Chapter 13 Pooling Cross Sections Across Time. Simple Panel Data Methods 139
Chapter 14 Advanced Panel Data Methods 154
Chapter 15 Instrumental Variables Estimation and Two Stage Least Squares 167
Chapter 16 Simultaneous Equations Models 183
Chapter 17 Limited Dependent Variable Models and Sample Selection Corrections 196
Chapter 18 Advanced Time Series Topics 217
Chapter 19 Carrying Out an Empirical Project 233
Appendix A Basic Mathematical Tools 234
Appendix B Fundamentals of Probability 236
Appendix C Fundamentals of Mathematical Statistics 238
Appendix D Summary of Matrix Algebra 242
Appendix E The Linear Regression Model in Matrix Form 244