I need some help for my grad Econometrics class. The book we are using (Woolridge, Introductory Econometrics), doesn't go quite as deep into the math as the lecture does. As a result, it is difficult for me to follow what's going on, even if I read ahead. If anyone could recommend a text that would help me get a grasp on the material below, I would be very appreciative. (It doesn't need to be related to economics, I just want to understand the math better).(adsbygoogle = window.adsbygoogle || []).push({});

1. Topics in Multiple Regression

A. Brief Review of the Gauss-Markov and Classical Linear Model Assumptions:

(W) Chapters 3, 4, and 5 in

B. Qualitative Explanatory Variables: (W) 7.1 to 7.4; 7.6

C. Heteroskedasticity: (W) Chapter 8

2. Topics in Time Series Analysis

A. Models of Nonstationary Time Series: (H) Chapter 15, (W) 10.5

B. Testing for Unit Roots: (W) 18.2, (H) 17.6 - 17.8

C. Spurious Regressions: (W) 18.3, (H) 18.3

D. Cointegration and Error Correction Models: (W) 18.4, (H) Chapter 19

3. Cross Sections and Panel Data

A. Policy Analysis with Pooled Cross Sections: (W) 13.1, 13.2

B. Differencing and Fixed Effects for Panel Data: (W) 14.1

C. Random Effects for Panel Data: (W) 14.2

4. Instrumental Variables Estimation

A. Motivation: (W) 15.1

B. IV and 2SLS Estimation: (W) 15.2, 15.3

C. Testing for Endogeneity and Overidentification: (W) 15.5

D. Applications: (W) 15.7

5. Limited Dependent Variable Models

A. Linear Probability, Logit, and Probit Models for Binary Response: (W) 7.5,

17.1

B. The Tobit Model for Corner Solution Outcomes: (W) 17.2

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# Book recomendation for Econometrics class

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