Wooldridge J., Introductory Econometrics - A Modern Approach (Instructors Manual)

The previous edition of this manual was about using the software package called gretl to do various econometric tasks required in a typical two course undergraduate or masters level econo- metrics sequence. This version tries to do the same, but several enhancements have been made that will interest those teaching more advanced courses. I have come to appreciate the power and usefulness of gretl’s powerful scripting language, now called hansl. Ha...

Princeton University Press, 2008. - 255 р. The universe of econometrics is constantly expanding. Econometric methods and practice have advanced greatly as a result, but the modern menu of econometric methods can seem confusing, even to an experienced number-cruncher. Luckily, not everything on the menu is equally valuable or important. Some of the more exotic items are needlessly complex and may even be harmful. On the plus side, the core method...

Oxford University Press,2003 – 768 pages ISBN10: 0195123727 Econometric Theory and Methods provides a unified treatment of modern econometric theory and practical econometric methods. The geometrical approach to least squares is emphasized, as is the method of moments, which is used to motivate a wide variety of estimators and tests. Simulation methods, including the bootstrap, are introduced early and used extensively. The book deals with a lar...

Bible of modern econometrics, used almost in 100% of econometrics courses aroudn the world. Based on explaining OLS and its assumptions, relaxing those assumptions. Teaches how to conduct hypothesis testing and testing the results of findings. Primary objective of the fourth edition of Basic Econometrics is to provide an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond t...

ISBN: 0199268010 | Издательство: Oxford University Press | Год: 2004 | Страницы: 816 | Язык: Английский | Nowadays applied work in business and economics requires a solid understanding of econometric methods to support decision-making. Combining a solid exposition of econometric methods with an application-oriented approach, this rigorous textbook provides students with a working understanding and hands-on experience of current econometrics. Taki...

Macmillian Pablishing Company, 1992. - 631 p. , second edition. Introduction to Econometrics has been significantly revised to include new developments in the field. The previous editions of this text were renowned for Maddala's clear exposition and the presentation of concepts in an easily accessible manner. Features: 1) New chapters have been included on panel data analysis, large sample inference and small sample inference; 2) Chapter 14 Unit...

Wiley | 2004 | ISBN: 0470857730 | 446 pages | This revised and updated edition of A Guide to Modern Econometrics continues to explore a wide range of topics in modern econometrics by focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical relevance. New material includes Monte Carlo studies, weak instrumen...

Chapter 1 discusses the scope of econometrics and raises general issues that result from the application of econometric methods. Section 1.3 examines the kinds of data sets that are used in business, economics, and other social sciences. Section 1.4 provides an intuitive discussion of the difficulties associated with the inference of causality in the social sciences.

The Nature of Econometrics and Economic Data The Simple Regression Model Multiple Regression Analysis: Estimation Multiple Regression Analysis: Inference Multiple Regression Analysis: OLS Asymptotics Multiple Regression Analysis: Further Issues Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables Heteroskedasticity More on Specification and Data Problems Basic Regression Analysis with Time Series Data Further Iss...

The MIT Press – 2003, 777 pages ISBN: 0262232332 This is the essential companion to Jeffrey Wooldridge's widely-used graduate text Econometric Analysis of Cross Section and Panel Data (MIT Press, 2001). Already established as a leading graduate econometrics text, the book offers an intuitive yet rigorous treatment of two methods used in econometric research, cross section and panel data techniques. The numerous end-of-chapter problems are an imp...