Introductory Econometrics Solutions
STUDENT SOLUTIONS MANUAL
Jeffrey M. Wooldridge
Introductory Econometrics: A Modern Approach, 4e
CONTENTS
Preface Chapter 1 Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Chapter 7 Introduction The Simple Regression Model Multiple Regression Analysis: Estimation Multiple Regression Analysis: Inference Multiple Regression Analysis: OLS Asymptotics Multiple Regression Analysis: Further Issues Multiple Regression Analysis With Qualitative Information: Binary (or Dummy) Variables Heteroskedasticity More on Specification and Data Problems Basic Regression Analysis With Time Series Data Further Issues in Using OLS With Time Series Data Serial Correlation and Heteroskedasticity in Time Series Regressions Pooling Cross Sections Across Time. Simple Panel Data Methods Advanced Panel Data Methods Instrumental Variables Estimation and Two Stage Least Squares Simultaneous Equations Models Limited Dependent Variable Models and Sample Selection Corrections Advanced Time Series Topics ii
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 1 3 9 17 24 27 34
Chapter 8 Chapter 9 Chapter 10 Chapter 11 Chapter 12
42 47 52 58 65
Chapter 13
71
Chapter 14 Chapter 15
78 85
Chapter 16 Chapter 17
92 99
Chapter 18
110
Appendix A Appendix B Appendix C Appendix D Appendix E
Basic Mathematical Tools Fundamentals of Probability Fundamentals of Mathematical Statistics Summary of Matrix Algebra The Linear Regression Model in Matrix Form
117 119 120 122 123
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.
PREFACE
This manual contains solutions to the odd-numbered problems and computer exercises in Introductory
Jeffrey M. Wooldridge
Introductory Econometrics: A Modern Approach, 4e
CONTENTS
Preface Chapter 1 Chapter 2 Chapter 3 Chapter 4 Chapter 5 Chapter 6 Chapter 7 Introduction The Simple Regression Model Multiple Regression Analysis: Estimation Multiple Regression Analysis: Inference Multiple Regression Analysis: OLS Asymptotics Multiple Regression Analysis: Further Issues Multiple Regression Analysis With Qualitative Information: Binary (or Dummy) Variables Heteroskedasticity More on Specification and Data Problems Basic Regression Analysis With Time Series Data Further Issues in Using OLS With Time Series Data Serial Correlation and Heteroskedasticity in Time Series Regressions Pooling Cross Sections Across Time. Simple Panel Data Methods Advanced Panel Data Methods Instrumental Variables Estimation and Two Stage Least Squares Simultaneous Equations Models Limited Dependent Variable Models and Sample Selection Corrections Advanced Time Series Topics ii
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 1 3 9 17 24 27 34
Chapter 8 Chapter 9 Chapter 10 Chapter 11 Chapter 12
42 47 52 58 65
Chapter 13
71
Chapter 14 Chapter 15
78 85
Chapter 16 Chapter 17
92 99
Chapter 18
110
Appendix A Appendix B Appendix C Appendix D Appendix E
Basic Mathematical Tools Fundamentals of Probability Fundamentals of Mathematical Statistics Summary of Matrix Algebra The Linear Regression Model in Matrix Form
117 119 120 122 123
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.
PREFACE
This manual contains solutions to the odd-numbered problems and computer exercises in Introductory