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