Wooldridge (2013): Introductory Econometrics

This section is based on Wooldridge, J.M. (2013). Introductory econometrics: A modern approach (5thed.). The following links contain examples in the main text of the book and use R to estimate the models. Alternatively, Heiss, F. (2016) Using R for Introductory Econometrics is a standalone textbook, which covers the same topics as Wooldridge (2013) and provides an introduction to R as well.

The data sets are from the wooldridge package, which is a collection of all data sets used in the Wooldridge textbook. Similar to my page, the package also has a vignette which contains a comprehensive collection of the Wooldridge textbook examples.

Note, that I do not provide solutions to the computer exercises at the end of the chapters in Wooldridge (2013). Just in case you wondered…

Chapter 2: Simple OLS

Chapter 3: Multiple Regression Analysis

Chapter 4: Statistical Inference

Chapter 5: OLS Asymptotics

Chapter 6: Further Issues

Chapter 7: Multiple Regression Analysis with Qualitative Information

Chapter 8: Heteroskedasticity

Chapter 9: More on Specification and Data Issues

Chapter 10: Basic Regression Analysis with Time Series

Chapter 11: Further Issues in Using OLS with Time Series

Chapter 12: Serial Correlation and Heteroskedasticity in Time Series Regression

Chapter 13: 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