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【书名】Introductory Econometrics：A Modern Approach
【作者】Jeffrey M. Wooldridges
【出版社】South-Western, Div of Thomson Learning
【版本】3Rev Ed edition
【出版日期】2005
【文件格式】PDF
【文件大小】6.17M
【页数】912
【ISBN出版号】0324289782
【资料类别】计量经济学
【市面定价】£118.67
【扫描版还是影印版】影印版
【是否缺页】否
【关键词】Econometrics
【内容简介】
Bridges the gap between the mechanics of econometrics and modern applications of econometrics by employing a systematic approach motivated by the major problems facing applied researchers today.
【目录】
1. The Nature of Econometrics and Economic Data.
PART I. REGRESSION ANALYSIS WITH CROSS SECTION 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 II. 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 III. ADVANCED TOPICS.
13. Polling Cross Sections Across Time: Simple Panel Data Methods.
14. Advanced Panel Data Methods.
15. Instrumental Variables Estimation and Two State Least Squares.
16. Introduction to Simultaneous Equations Models.
17. Limited Dependent Variable Models and Sample Selection Corrections
18. Advanced Time Series Topics.<br/>19. Carrying Out an Empirical Project.
【书评】
Editor Review:
Succeed in econometrics with INTRODUCTORY ECONOMETRICS and its accompanying resources! Easy-to-read and student-friendly, this economics text places an emphasis on examples that give a concrete reality to economic relationships. With study tools found throughout the text, exam preparation and class projects have never been easier. Coverage of important knowledge used for empirical work and carrying out research projects in a variety of applied social science fields gives you a solid foundation for social science research
Customer Review:
Update: 3rd edition changes little but you still need it: the exercises are essential. Wooldridge is best (review refers to 2nd edition). You don't need any other book to start intermediate econometrics or indeed econometrics at all once you know a little first-year statistics; the Amazon reviewers who prefer Gujarati or others are living in the dead past: W is better and easier and leaves very little out that G covers.
Ignore the tempting "dumbing down" implications of the publishers' advertising material whether filtered by Amazon or not; they don't need to sell the book because it's used all over the world in the best places and just walks out of the store. He dumbs down not at all or else, occasionally, very successfully.
The only possible alternative at this level (in fact well below) is Stock and Watson but they don't make you do exercises on data, which I assure you is essential fun.
Of course if you don't like exercises you can also read Peter Kennedy's Guide and philosophise. I imagine that the next step up is Greene's semi-encyclopedia or Davidson and MacKinnon's newer or older books, unless you choose to jump into the literature as W helps you to do.
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