About the Author
Preface
Part One: Introduction to Econometrics
1. Econometrics Concepts
2. Conducting an Econometric Project
Part Two: Probability and Statistics
3. Random Variables
4. Estimation
5. Hypothesis Testing
Part Three: Least Squares Regression
6. Ordinary Least Squares
7. Properties of the Least Squares Estimators
8. Multivariate Regression
Part Four: Specifying the Econometric Model
9. Selecting a Functional Form
10. Determining the Econometric Specification
11. Models with Structural Shifts
Part Five: Extensions of Least Squares Regression
12. Autocorrelation
13. Heteroskedasticity
14. Endogenous Right Hand Side Variables
Part Six: Advanced Topics
15. Simultaneous Equations
16. Forecasting
17. Economic Variables as Processes
18. Nonlinear Models
19. Dummy Dependent Variables
20. Qualitative and Limited Dependant Variables
Appendixes