计量经济学导论 现代观点 第4版PDF电子书下载

Chapter 1 The Nature of Econometrics and Economic Data 1

PART 1: REGRESSION ANALYSIS WITH CROSS-SECTIONAL DATA 21

Chapter 2 The Simple Regression Model 22

Chapter 3 Multiple Regression Analysis: Estimation 68

Chapter 4 Multiple Regression Analysis: Inference 117

Chapter 5 Multiple Regression Analysis: OLS Asymptotics 167

Chapter 6 Multiple Regression Analysis: Further Issues 184

Chapter 7 Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables 225

Chapter 8 Heteroskedasticity 264

Chapter 9 More on Specification and Data Issues 300

PART 2: REGRESSION ANALYSIS WITH TIME SERIES DATA 339

Chapter 10 Basic Regression Analysis with Time Series Data 340

Chapter 11 Further Issues in Using OLS with Time Series Data*377++ Chapter 12 Serial Correlation and Heteroskedasticity in Time Series Regressions 408

PART 3: ADVANCED TOPICS 443

Chapter 13 Pooling Cross Sections across Time: Simple Panel Data Methods 444

Chapter 15 Instrumental Variables Estimation and Two Stage Least Squares 506

Chapter 16 Simultaneous Equations Models 546

Chapter 19 Carrying Out an Empirical Project 668

APPENDICES 799

Appendix E The Linear Regression Model in Matrix Form 799

Appendix F Answers to Chapter Questions 813

Appendix G Statistical Tables 823

References 830

Glossary 835