Table of Contents

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