Introductory econometrics : a modern approach

This book includes bibliographical references, a glossary and an index.

Chapter 1 The Nature of Econometrics and Economic Data PART 1 Regression Analysis with Cross-Sectional Data Chapter 2 The Simple Regression Model Chapter 3 Multiple Regression Analysis: Estimation Chapter 4 Multiple Regression Analysis: Inference Chapter 5 Multiple Regression Analysis: OLS Asymptotics Chapter 6 Multiple Regression Analysis: Further Issues Chapter 7 Multiple Regression Analysis with Qualitative Information Chapter 8 Heteroskedasticity Chapter 9 More on Specification and Data Issues Part 2 Regression Analysis with Time Series Data Chapter 10 Basic Regression Analysis with Time Series Data Chapter 11 Further Issues in Using OLS with Time Series Data Chapter 12 Serial Correlation and Heteroskedasticity in Time Series Regressions Chapter 13 Pooling Cross Sections across Time: Simple Panel Data Methods Chapter 14 Advanced Panel Data Methods Chapter 15 Instrumental Variables Estimation and Two-Stage Least Squares Chapter 16 Simultaneous Equations Models Chapter 17 Limited Dependent Variable Models and Sample Selection Corrections Chapter 18 Advanced Time Series Topics Chapter 19 Carrying Out an Empirical Project