伍德里奇《计量经济学导论(第四版)》课后习题答案和讲解

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1、STUDENTSOLUTIONSMANUALJeffreyM.WooldridgeIntroductoryEconometrics:AModernApproach,4eCONTENTSPrefaceivChapter1Introduction1Chapter2TheSimpleRegressionModel3Chapter3MultipleRegressionAnalysis:Estimation9Chapter4MultipleRegressionAnalysis:Inference17Chapter5MultipleRegressionAnalysis:OLSAsym

2、ptotics24Chapter6MultipleRegressionAnalysis:FurtherIssues27Chapter7MultipleRegressionAnalysisWithQualitative34Information:Binary(orDummy)VariablesChapter8Heteroskedasticity42Chapter9MoreonSpecificationandDataProblems47Chapter10BasicRegressionAnalysisWithTimeSeriesData52Chapter11FurtherIss

3、uesinUsingOLSWithTimeSeriesData58Chapter12SerialCorrelationandHeteroskedasticityin65TimeSeriesRegressionsChapter13PoolingCrossSectionsAcrossTime.Simple71PanelDataMethodsChapter14AdvancedPanelDataMethods78Chapter15InstrumentalVariablesEstimationandTwoStage85LeastSquaresChapter16Simultaneou

4、sEquationsModels92Chapter17LimitedDependentVariableModelsandSample99SelectionCorrectionsChapter18AdvancedTimeSeriesTopics110iiThiseditionisintendedforuseoutsideoftheU.S.only,withcontentthatmaybedifferentfromtheU.S.Edition.Thismaynotberesold,copied,ordistributedwithoutthepriorconsentofthep

5、ublisher.AppendixABasicMathematicalTools117AppendixBFundamentalsofProbability119AppendixCFundamentalsofMathematicalStatistics120AppendixDSummaryofMatrixAlgebra122AppendixETheLinearRegressionModelinMatrixForm123iiiThiseditionisintendedforuseoutsideoftheU.S.only,withcontentthatmaybedifferen

6、tfromtheU.S.Edition.Thismaynotberesold,copied,ordistributedwithoutthepriorconsentofthepublisher.PREFACEThismanualcontainssolutionstotheodd-numberedproblemsandcomputerexercisesinIntroductoryEconometrics:AModernApproach,4e.Hopefully,youwillfindthatthesolutionsaredetailedenoughtoactasastudys

7、upplementtothetext.Ratherthanjustpresentingthefinalanswer,Iusuallyprovidedetailedsteps,emphasizingwherethechaptermaterialisusedinsolvingtheproblems.Someoftheanswersgivenherearesubjective,andyouoryourinstructormayhaveperfectlyacceptablealternativeanswersoropinions.Io