Introductory econometrics : a modern approach /

Table of Contents:

The nature of econometrics and economic date
Regression analysis with cross-sectional data. The simple regression model ; Multiple regression analysis : estimation ; Multiple regre4ssion analysis : inference ; Multiple regression analysis : OLS asymptotics ; Multiple regression : further issues ; Multiple regression analysis with qualitative information : binary (or dummy) variables ; Heteroskedasticity ; More on specification and data issues
Regression analysis with time series data. Basic regression analysis with time series data ; Further issues in using OLS with time series data ; Serial correlation and heteroskedasticity in time series regressions
Advances topics. Pooling cross sections across time : simple panel data methods ; Advanced panel data methods ; Instrumental variables estimation and two stage least squares ; Simultaneous equations models ; Limited dependent variable models and sample selection corrections ; Advanced time series topics ; Carrying out an empirical project ; Appendix A. Basic mathematical tools
Appendix B. Fundamentals of probability
Appendix C. Fundamentals of mathematical statistics
Appendix D. Summary of matrix algebra
Appendix E. The linear regression model in matrix form
Appendix F. Answers to chapter questions
Appendix G. Statistical tables.