《伍德里奇计量经济学导论_第四版答案》由会员分享，可在线阅读，更多相关《伍德里奇计量经济学导论_第四版答案（126页珍藏版）》请在金锄头文库上搜索。
1、 STUDENT SOLUTIONS MANUAL Jeffrey M. Wooldridge Introductory Econometrics: A Modern Approach, 4e 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 publis
2、her. ii 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: Fu
3、rther Issues 27 Chapter 7 Multiple Regression Analysis With Qualitative 34 Information: Binary (or Dummy) Variables 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 OL
4、S With Time Series Data 58 Chapter 12 Serial Correlation and Heteroskedasticity in 65 Time Series Regressions Chapter 13 Pooling Cross Sections Across Time. Simple 71 Panel Data Methods Chapter 14 Advanced Panel Data Methods 78 Chapter 15 Instrumental Variables Estimation and Two Stage 85 Least Squa
5、res Chapter 16 Simultaneous Equations Models 92 Chapter 17 Limited Dependent Variable Models and Sample 99 Selection Corrections Chapter 18 Advanced Time Series Topics 110 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 no
6、t be resold, copied, or distributed without the prior consent of the publisher. iii 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 Mode
7、l in Matrix Form 123 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. iv PREFACE This manual contains solutions to the odd-numbered problems
8、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 chapter material
9、 is used in solving the problems. Some of the answers given here are subjective, and you or your instructor may have perfectly acceptable alternative answers or opinions. I obtained the solutions to the computer exercises using Stata, starting with version 4.0 and ending with version 9.0. Neverthele
10、ss, almost all of the estimation methods covered in the text have been standardized, and different econometrics or statistical packages should give the same answers to the reported degree of accuracy. There can be differences when applying more advanced techniques, as conventions sometimes differ on
11、 how to choose or estimate auxiliary parameters. (Examples include heteroskedasticity-robust standard errors, estimates of a random effects model, and corrections for sample selection bias.) Any differences in estimates or test statistics should be practically unimportant, provided you are using a r
12、easonably large sample size. While I have endeavored to make the solutions free of mistakes, some errors may have crept in. I would appreciate hearing from students who find mistakes. I will keep a list of any notable errors on the Web site for the book, . I would also like to hear from students who
13、 have suggestions for improving either the solutions or the problems themselves. I can be reached via e-mail at wooldri1.msu.edu. I hope that you find this solutions manual helpful when used in conjunction with the text. I look forward to hearing from you. Jeffrey M. Wooldridge Department of Economi
14、cs Michigan State University 110 Marshall-Adams Hall East Lansing, MI 48824-1038 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. 1 CHAPTER 1
15、 SOLUTIONS TO PROBLEMS 1.1 It does not make sense to pose the question in terms of causality. Economists would assume that students choose a mix of studying and working (and other activities, such as attending class, leisure, and sleeping) based on rational behavior, such as maximizing utility subject to the constraint that there are only 168 hours in a week. We can then use statistical methods to mea
