Textbook Examples
Introductory Econometrics: A Modern Approach (1st and 2d eds.)
by Jeffrey Wooldridge.

Stata Chapter Title
Chapter 2 Chapter 2. The Simple Regression Model
Chapter 3 Chapter 3. Multiple Regression Analysis: Estimation
Chapter 4 Chapter 4. Multiple Regression Analysis: Inference
Chapter 5 Chapter 5. Multiple Regression Analysis: OLS Asymptotics
Chapter 6 Chapter 6. Multiple Regression Analysis: Further Issues
Chapter 7 Chapter 7. Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables
Chapter 8 Chapter 8. Heteroskedasticity
Chapter 9 Chapter 9. More on Specification and Data Problems
Chapter 10 Chapter 10. Basic Regression Analysis with Time Series Data
Chapter 11 Chapter 11. Further Issues in Using OLS with Time Series Data
Chapter 12 Chapter 12. Serial Correlation and Heteroskedasticity in Time Series Regressions
Chapter 13 Chapter 13. Pooling Cross Sections Across Time. Simple Panel Data Methods
Chapter 14 Chapter 14. Advanced Panel Data Methods
Chapter 15 Chapter 15. Instrumental Variables Estimation and Two Stage Least Squares
Chapter 16 Chapter 16. Simultaneous Equations Models
Chapter 17 Chapter 17. Limited Dependent Variable Models and Sample Selection Corrections
Chapter 18 Chapter 18. Advanced Time Series Topics

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