(eBook PDF) Introductory Econometrics Asia Pacific Edition – Digital Ebook – Instant Delivery Download
Product details:
- ISBN-10 : 0170350835
- ISBN-13 : 978-0170350839
- Author: Jeffrey M. Wooldridge, Mokhtarul Wadud, Jenny Lye
Econometrics is the combined study of economics and statistics and is an ‘applied’ unit. It is increasingly becoming a core element in finance degrees at upper levels. This first local adaptation of Wooldridge’s text offers a version of Introductory Econometrics with a structural redesign that will better suit the market along with Asia-Pacific examples and data. Two new chapters at the start of the book have been developed from material originally in Wooldridge’s appendix section to serve as a clear introduction to the subject and as a revision tool that bridges students’ transition from basic statistics into econometrics. This adaptation includes data sets from Australian and New Zealand, as well as from the Asia-Pacific region to suit the significant portion of finance students who are from Asia and the likelihood that many graduates will find employment overseas.
Table contents:
Part 1: Introduction and review
1. The nature of Econometrics
2. Basic mathematical tools
3. Statistical principles
Part 2: Regression analysis with cross-sectional data
4. The simple regression model
5. Multiple regression analysis: Estimation
6. Multiple regression analysis: Inference
7. Model specification
8. Multiple regression analysis with qualitative information: Binary (or dummy) variables
9. Heteroskedasticity
Part 3: Regression analysis with time series data
10. Basic regression analysis with time series data
11. Serial correlation and heteroskedasticity in time series regressions
12. Modelling highly persistent time series data
Part 4: Additional topics
13. Panel data models
14. Limited dependent variable models and sample selection corrections
15. An introduction to machine learning in econometrics
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