introductory.econometrics..instructor′s.manual.3rd.edition外语英文电子书

《introductory.econometrics..instructor′s.manual.3rd.edition外语英文电子书》由会员上传分享，免费在线阅读，更多相关内容在教育资源-天天文库。

1、CONTENTSPREFACEiiiSUGGESTEDCOURSEOUTLINESivChapter1TheNatureofEconometricsandEconomicData1Chapter2TheSimpleRegressionModel5Chapter3MultipleRegressionAnalysis:Estimation15Chapter4MultipleRegressionAnalysis:Inference28Chapter5MultipleRegressionAnalysis:OLSAsymptotics39Chapte

2、r6MultipleRegressionAnalysis:FurtherIssues44Chapter7MultipleRegressionAnalysisWithQualitative59Information:Binary(orDummy)VariablesChapter8Heteroskedasticity75Chapter9MoreonSpecificationandDataProblems86Chapter10BasicRegressionAnalysisWithTimeSeriesData95Chapter11FurtherIs

3、suesinUsingOLSWithTimeSeriesData106Chapter12SerialCorrelationandHeteroskedasticityin117TimeSeriesRegressionsChapter13PoolingCrossSectionsAcrossTime.Simple127PanelDataMethodsChapter14AdvancedPanelDataMethods140Chapter15InstrumentalVariablesEstimationandTwoStage152LeastSquar

4、esChapter16SimultaneousEquationsModels168Chapter17LimitedDependentVariableModelsandSample181SelectionCorrectionsiChapter18AdvancedTimeSeriesTopics200Chapter19CarryingOutanEmpiricalProject215AppendixABasicMathematicalTools216AppendixBFundamentalsofProbability218AppendixCFun

5、damentalsofMathematicalStatistics220AppendixDSummaryofMatrixAlgebra224AppendixETheLinearRegressionModelinMatrixForm226iiPREFACEThismanualcontainssuggestedcourseoutlines,teachingnotes,anddetailedsolutionstoallofrdtheproblemsandcomputerexercisesinIntroductoryEconometrics:AMo

6、dernApproach,3edition,AlternateInternationalStudentEdition.ForseveralproblemsIhaveaddedadditionalnotestotheinstructoraboutinterestingasidesorsuggestionsforhowtomodifyorextendtheproblem.Someoftheanswersgivenherearesubjective,andyoumaywanttosupplementorreplacethemwithyourown

7、answers.IwroteallsolutionsasifIwerepreparingthemforthestudents,soyoumayfindsomesolutionsabittedious.Thisway,ifyouprefer,youcandistributemyanswerstosomeoftheeven-numberedproblemsdirectlytothestudents.(Thestudentstudyguidecontainsanswerstoallodd-numberedproblems.)Thesolution

8、stothecomputerexerciseswereobtainedusingStata,startingwithversion4.0andrunningthroughvers