CONTENTS
PREFACE iii
SUGGESTED COURSE OUTLINES iv
Chapter 1 The Nature of Econometrics and Economic Data 1
Chapter 2 The Simple Regression Model 6
Chapter 3 Multiple Regression Analysis: Estimation 19
Chapter 4 Multiple Regression Analysis: Inference 34
Chapter 5 Multiple Regression Analysis: OLS Asymptotics 48
Chapter 6 Multiple Regression Analysis: Further Issues 54
Chapter 7 Multiple Regression Analysis with Qualitative 71
Information: Binary (or Dummy) Variables
Chapter 8 Heteroskedasticity 89 Chapter 9 More on Specification and Data Problems 103
Chapter 10 Basic Regression Analysis with Time Series Data 117
Chapter 11 Further Issues in Using OLS with Time Series Data 129
Chapter 12 Serial Correlation and Heteroskedasticity in 143
Time Series Regressions
Chapter 13 Pooling Cross Sections Across Time. Simple 156
Panel Data Methods
Chapter 14 Advanced Panel Data Methods 172 Chapter 15 Instrumental Variables Estimation and Two Stage 187
Least Squares
Chapter 16 Simultaneous Equations Models 205 Chapter 17 Limited Dependent Variable Models and Sample 219
Selection Corrections
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