PREFACE Chapter 1 The Nature and Scope of Econometrics PART I THE LINEAR REGRESSION MODEL Chapter 2 Basic Ideas of Linear Regression: The Two-Variable Model Chapter 3 The Two-Variable Model: Hypothesis Testing Chapter 4 Multiple Regression: Estimation and Hypothesis Testing Chapter 5 Functional Forms of Regression Models Chapter 6 Dummy Variable Regression Models PART II REGRESSION ANALYSIS IN PRACTICE Chapter 7 Model Selection: Criteria and Tests Chapter 8 Multicollinearity: What Happens If Explanatory Variables are Correlated? Chapter 9 Heteroscedasticity: What Happens If the Error Variance Is Nonconstant? Chapter 10 Autocorrelation: What Happens If Error Terms Are Correlated? PART III ADVANCED TOPICS IN ECONOMETRICS Chapter 11 Simultaneous Equation Models Chapter 12 Selected Topics in Single Equation Regression Models APPENDICES INTRODUCTION TO APPENDIXES A, B, C, AND D: BASICS OF PROBABILITY AND STATISTICS Appendix A Review of Statistics: Probability and Probability Distributions Appendix B Characteristics of Probability Distributions Appendix C Some Important Probability Distributions Appendix D Statistical Inference: Estimation and Hypothesis Testing Appendix E Statistical Tables Appendix F Computer Output of EViews, MINITAB, Excel, and STATA SELECTED BIBLIOGRAPHY INDEXES Name Index Subject Index |