伍德里奇Jeffrey M. Wooldridge《计量经济学导论(第四版)》课后习题答案.docVIP

STUDENT SOLUTIONS MANUAL Jeffrey M. Wooldridge Introductory Econometrics: A Modern Approach, 4e PAGE \* roman PAGE \* roman iii This edition is intended for use outside of the U.S. only, with content that may be different from the U.S. Edition. This may not be resold, copied, or distributed without the prior consent of the publisher. CONTENTS Preface iv Chapter 1 Introduction 1 Chapter 2 The Simple Regression Model 3 Chapter 3 Multiple Regression Analysis: Estimation 9 Chapter 4 Multiple Regression Analysis: Inference 17 Chapter 5 Multiple Regression Analysis: OLS Asymptotics 24 Chapter 6 Multiple Regression Analysis: Further Issues 27 Chapter 7 Multiple Regression Analysis With Qualitative Information: Binary (or Dummy) Variables 34 Chapter 8 Heteroskedasticity 42 Chapter 9 More on Specification and Data Problems 47 Chapter 10 Basic Regression Analysis With Time Series Data 52 Chapter 11 Further Issues in Using OLS With Time Series Data 58 Chapter 12 Serial Correlation and Heteroskedasticity in Time Series Regressions 65 Chapter 13 Pooling Cross Sections Across Time. Simple Panel Data Methods 71 Chapter 14 Advanced Panel Data Methods 78 Chapter 15 Instrumental Variables Estimation and Two Stage Least Squares 85 Chapter 16 Simultaneous Equations Models 92 Chapter 17 Limited Dependent Variable Models and Sample Selection Corrections 99 Chapter 18 Advanced Time Series Topics 110 Appendix A Basic Mathematical Tools 117 Appendix B Fundamentals of Probability 119 Appendix C Fundamentals of Mathematical Statistics 120 Appendix D Summary of Matrix Algebra 122 Appendix E The Linear Regression Model in Matrix Form 123 PREFACE This manual contains solutions to the odd-numbered problems and computer exercises in Introductory Econometrics: A Modern Approach, 4e. Hopefully, you will find that the solutions are detailed enough to act as a study supplement to the text. Rather than just presenting the final answer, I usually provide detailed steps, emphasizing where the chapt