Reps: Wooldridge Introductory Econometrics 6Ed.

Examples.

Important note before you start using the output files.

A. The output files assume that you have access to stata, you have downloaded Wooldridge’s dataset to your computer and you have set a working directory (folder) in stata that contains all the necessary dataset in it.

B. Alternatively, if you are connected to the internet you can use the bcuse command to load the data.  Read more about the bcuse command here.

C. Finally, it is important to keep in mind that we are using the 6th Edition. At some point you may encounter that the data used here may not be available on your desktop. But do not panic. This is because you have data for previous editions and later editions come with extra materials (examples, exercises and dataset). You can update your data from CRAN – Package wooldridge for now.

Part I.

Regression Analysis with Cross-Sectional Data

Wooldridge. Introductory Econometrics:

Chapter 2. The Simple Regression Model 

Chapter 3. Multiple Regression Analysis 

Chapter 4. Multiple Regression Analysis: Inference

Chapter 5. Multiple Regression Analysis: OLS Asymptotics

Chapter 6. Multiple Regression Analysis: Further Analysis.

Chapter 7. Multiple Regression Analysis with Qualitative Information

Chapter 8. Heteroskedasticity

Chapter 9. More on Specification and Data Issues.

Part II

Regression Analysis with Time Series Data

Chapter 10. Basic Regression Analysis with Time Series Data

Chapter 11. Further Issues in Using OLS with Time Series Data

Chapter 12. Serial Correlation and Heteroskedasticity in Time Series Regressions

Part III

Advanced Topics

Chapter 13. Pooling Cross Sections across Time: Simple Panel Data Methods

chapter 14 Advanced Panel Data Methods

chapter 15 Instrumental Variables Estimation and Two Stage Least Squares

chapter 16 Simultaneous Equations Models

chapter 17 Limited Dependent Variable Models and Sample Selection Corrections

chapter 18 Advanced Time Series Topics

chapter 19 Carrying Out an Empirical Project