# Book recomendation for Econometrics class

1. Sep 11, 2009

### mlarson9000

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).

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