Introductory econometrics : a modern approach / Jeff M. Wooldridge, Michigan State University

Contents Include:

Chapter 1 The nature of econometrics and economic date

Part 1: Regression analysis with cross-sectional data

Chapter 2 The simple regression model
Chapter 3 Multiple regression analysis : estimation
Chapter 4 Multiple regression analysis : inference
Chapter 5 Multiple regression analysis : OLS asymptotics
Chapter 6 Multiple regression analysis : further issues
Chapter 7 Multiple regression analysis with qualitative information
Chapter 8 Heteroskedasticity
Chapter 9 More on specification and data issues


Part 2: Regression analysis with time series data.

Chapter 10 Basic regression analysis with time series data
Chapter 11 Further issues in using OLS with time series data
Chapter 12 Serial correlation and heteroskedasticity in time series regressions

Part 3: Advanced topics
Chapter 13 Pooling cross sections across time : simple panel data methods
Chapter 14 Advanced panel data methods
Chapter 15 Instrumental variables estimation and two-stage least squares
Chapter 16 Simultaneous equations models
Chapter 17 Limited dependent variable models and sample selection corrections
Chapter 18 Advanced time series topics
Chapter 19 Carrying out an empirical project

Includes bibliographical references and index