Econometric Analysis

Preface
Chapter 1 - Introduction
Chapter 2 - The Classical Multiple Linear Regression Model
Chapter 3 - Least Squares
Chapter 4 - Statistical Properties of the Least Squares Estimator
Chapter 5 - Inference and Prediction
Chapter 6 - Functional Form and Structural Change
Chapter 7 - Specification Analysis and Model Selection
Chapter 8 - Generalized Regression Model and Heteroscedasticity
Chapter 9 - Models for Panel Data
Chapter 10 -Systems of Regression Equations
Chapter 11 - Nonlinear Regression Models
Chapter 12 - Instrumental Variables Estimation
Chapter 13 - Simultaneous-Equations Model
Chapter 14 - Estimation Frameworks in Econometrics
Chapter 15 - Minimum Distance Estimation and the Generalized Method of Moments
Chapter 16 - Maximum Likelihood Estimation
Chapter 17 - Simulation Based Estimation and Inference
Chapter 18 - Bayesian Estimation and Inference
Chapter 19 - Serial Correlation
Chapter 20 - Models With Lagged Variables
Chapter 21 - Time-Series Models
Chapter 22 - Nonstationary Data
Chapter 23 - Models for Discrete Choice
Chapter 24 - Truncation, Censoring and Sample Selection
Chapter 25 - Models for Event Counts and Duration
Appendix A: Matrix Algebra
Appendix B: Probability and Distribution Theory
Appendix C: Estimation and Inference
Appendix D: Large Sample Distribution Theory
Appendix E: Computation and Optimization
Appendix F: Data Sets Used in Applications
Appendix G: Statistical Tables
References
Author Index
Subject Index