Introductory econometrics : a modern approach / Jeffrey M. Wooldridge.

Includes bibliographical references (pages 854-858) and index.

Regression analysis with cross-sectional data: 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 -- Regression analysis with time series data: Basic regression analysis with time series data; Further issues in using OLS with time series data; Serial correlation and heteroskedasticity in time series regressions -- Advanced topics: Pooling cross sections across time, simple panel data methods; Advanced panel data methods; Instrumental variables estimation and two stage least squares; Simultaneous equations models; Limited dependent variable models and sample selection corrections; Advanced time series topics; Carrying out an empirical project -- Appendices: Basic mathematical tools; Fundamentals of probability; Fundamentals of mathematical statistics; Summary of matrix algebra; Linear regression model in matrix form; Answers to chapter questions; Statistical tables -- Glossary.

The emphasis [of this book] is ... on applying econometrics to real-world problems. Each econometric method is motivated by a particular issue facing researchers analyzing nonexperimental data. The emphasis in the ... text is on understanding and interpreting the assumptions in light of actual empirical applications; the mathematics required is no more than college algebra and basic probability and statistics.... This text is designed for undergraduate economics majors. -Pref.