Principles of Econometrics

Chapter 1 An Introduction to Econometrics 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 Nonlinear Relationships Chapter 8 Heteroskedasticity Chapter 9 Dynamic Models, Autocorrelation and Forecasting Chapter 10 Random Regressors and Moment Based Estimation Chapter 11 Simultaneous Equations Models Chapter 12 Nonstationary Time Series Data and Cointegration Chapter 13 Vector Error Correction and Vector Autoregressive Models: An Introduction to Macroeconometrics Chapter 14 Time-Varying Volatility and ARCH Models: An Introduction to Financial Econometrics Chapter 15 Panel Data Models Chapter 16 Qualitative and Limited Dependent Variable Models Chapter 17 Writing an Empirical Research Report, and Sources of Economic Data Appendix A Review of Math Essentials Appendix B Review of Probability Concepts Appendix C Review of Statistical Inference Appendix D Solutions to Selected Exercises Appendix E Tables