CONTENTS
PREFACE iii
SUGGESTED COURSE OUTLINES iv
Chapter 1 The Nature of Econometrics and Economic Data 1
Chapter 2 The Simple Regression Model 5
Chapter 3 Multiple Regression Analysis: Estimation 15
Chapter 4 Multiple Regression Analysis: Inference 28
Chapter 5 Multiple Regression Analysis: OLS Asymptotics 39
Chapter 6 Multiple Regression Analysis: Further Issues 44
Chapter 7 Multiple Regression Analysis With Qualitative 59
Information: Binary (or Dummy) Variables
Chapter 8 Heteroskedasticity 75
Chapter 9 More on Specification and Data Problems 86
Chapter 10 Basic Regression Analysis With Time Series Data 95
Chapter 11 Further Issues in Using OLS With Time Series Data 106
Chapter 12 Serial Correlation and Heteroskedasticity in 117
Time Series Regressions
Chapter 13 Pooling Cross Sections Across Time. Simple 127
Panel Data Methods
Chapter 14 Advanced Panel Data Methods 140
Chapter 15 Instrumental Variables Estimation and Two Stage 152
Least Squares
Chapter 16 Simultaneous Equations Models 168
Chapter 17 Limited Dependent Variable Models and Sample 181
Selection Corrections
Chapter 18 Advanced Time Series Topics 200
Chapter 19 Carrying Out an Empirical Project 215
Appendix A Basic Mathematical Tools 216
Appendix B Fundamentals of Probability 218
Appendix C Fundamentals of Mathematical Statistics 220
Appendix D Summary of Matrix Algebra 224
Appendix E The Linear Regression Model in Matrix Form 226
发帖
雷达卡
150976.rar
(1.19 MB)
加好友,备注jltj
京公网安备 11010802022788号
论坛法律顾问：王进律师
知识产权保护声明
免责及隐私声明
