**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 |