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Basic Econometrics

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Table of Contents

Introduction Part I -- Single-Equation Regression Models 1. The Nature of Regression Analysis 2. Two-Variable Regression Analysis: Some Basic Ideas 3. Two Variable Regression Model: The Problem of Estimation 4. Classical Normal Linear Regression Model (CNLRM) 5. Two-Variable Regression: Interval Estimation and Hypothesis Testing 6. Extensions of the Two-Variable Linear Regression Model 7. Multiple Regression Analysis: The Problem of Estimation 8. Multiple Regression Analysis: The Problem of Inference 9. Dummy Variable Regression Models Part 2: Relaxing Assumptions of the Classical Model 10. Multicollinearity: What Happens if the Regressions are Correlated? 11. Heteroscedasticity: What Happens if the Error Variance is Nonconstant? 12. Autocorrelation: What Happens if the Error Terms are Correlated? 13. Econometric Modeling I: Model Specification and Diagnostic Testing? Part 3: Topics in Econometrics 14. Nonlinear Regression Models 15. Qualitative Response Regression Models 16. Panel Data Regression Models 17. Dynamic Econometric Model: Autoregressive and Distributed Lag Models Part 4: Simultaneous Equation Models 18. Simultaneous-Equation Models 19. The Identification Problem 20. Simultaneous-Equation Methods Part 5: Time Series Econometrics 21. Time Series Econometrics: Some Basic Concepts 22. Time Series Econometrics: Forecasting Appendixes A. A Review of Some Statistical Concepts B. Rudiments of Matrix Algebra C. The Matrix Approach to the Linear Regression Model D. Statistical Tables Selected Bibliography Indexes Name Index Subject Index

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