Principles of Econometrics 第四版
Chapter 1 An Introduction to Econometrics
Probability Primer
Chapter 2 The Simple Linear Regression Model
Chapter 3 Interval Estimation and Hypothesis Testing
Chapter 4 Prediction, Goodness-of-Fit, and Modeling Issues
Chapter 5 The Multiple Regression Model
Chapter 6 Further Inference in the Multiple Regression Model
Chapter 7 Using Indicator Variables
Chapter 8 Heteroskedasticity
Chapter 9 Regression with Time-Series Data: Stationary Variables
Chapter 10 Random Regressors and Moment-Based Estimation
Chapter 11 Simultaneous Equations Models
Chapter 12 Regression with Time-Series Data: Nonstationary Variables
Chapter 13 Vector Error Correction and Vector Autoregressive Models
Chapter 14 Time-Varying Volatility and ARCH Models
Chapter 15 Panel Data Models
Chapter 16 Qualitative and Limited Dependent Variable Models
Appendix A Mathematical Tools
Appendix B Probability Concepts
Appendix C Review of Statistical Inference
Appendix D Tables
Index