Econometric Analysis, 7th Edition

BRIEF CONTENTS

Preface  
Chapter 1. Econometrics
Chapter 2. The Linear Regression Model
Chapter 3. Least Squares
Chapter 4. The Least Squares Estimator
Chapter 5. Hypothesis Tests and Model Selection
Chapter 6. Functional Form and Structural Change
Chapter 7. Nonlinear, Semiparametric and Nonparametric Regression Models
Chapter 8. Endogeneity and Instrumental Variables Estimation
Chapter 9. The Generalized Regression Model and Heteroscedasticity
Chapter 10. Systems of Equations
Chapter 11. Models for Panel Data
Chapter 12. Estimation Frameworks in Econometrics
Chapter 13. Minimum Distance Estimation and The Generalized Method of Moments
Chapter 14. Maximum Likelihood Estimation
Chapter 15. Simulation Based Estimation and Inference and Random Parameter Models
Chapter 16. Bayesian Estimation and Inference
Chapter 17. Discrete Choice
Chapter 18. Discrete Choices and Event Counts
Chapter 19. Limited Dependent Variables - Truncation, Censoring and Sample Selection
Chapter 20. Serial Correlation
Chapter 21. Nonstationary Data
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  
Index