| Preface.
An Introduction to Econometrics.
Some Basic Probability Concepts.
The Simple Linear Regression Model: Specification and Estimation.
Properties of the Least Squares Estimators.
Inference in the Simple Regression Model: Interval Estimation, Hypothesis Testing, and Prediction.
The Simple Linear Regression Model: Reporting the Results and Choosing the Functional Form.
The Multiple Regression Model.
Further Inference in the Multiple Regression Model.
Dummy (Binary) Variables.
Nonlinear Models.
Heteroskedasticity.
Autocorrelation.
Random Regressors and Moment Based Estimation.
Simultaneous Equations Models.
Distributed Lag Models.
Regression with Time Series Data.
Pooling Time-Series and Cross-Sectional Data.
Qualitative and Limited Dependent Variable Models.
Writing an Empirical Research Report, and Sources of Economic Data.
Statistical Tables.
Index.
|