Introduction to Econometrics: English Adaptation

Author: Jeffrey M. Wooldridge (Jeffrey Wooldridge) (: Fei Jianping)
Publisher:
Publish Date: 2005-04-01
Features: This book teaches the fundamentals of econometrics from the perspective of its users. The entire book is divided into two parts based on the type of data analyzed: Cross-sectional Data Part and Time Series Data Part. The part focuses on multivariate regression analysis of cross-sectional data under the assumption of random sampling. After briefly introducing simple regression models in Chapter 2, the book directly moves on to multivariate regression analysis. Multivariate regression analysis also starts with the basic procedures of estimation and inference, gradually progressing to discussions on topics such as the asymptotic properties of OLS, regression variable selection, and qualitative dependent variable models. Later, it delves into extreme cases that violate classical assumptions, such as heteroscedasticity, model misspecification, and missing data, enabling students to deeply understand how to utilize multivariate regression analysis techniques in various complex research environments. The book is written in clear language, with a well-balanced combination of econometric theory and practical case studies. It is not only suitable for undergraduate students in humanities and social sciences such as economics, management, political science, and sociology but also serves as a one-semester econometrics course textbook.