Econometric Analysis, 4th Edition

BRIEF CONTENTS

Preface
Chapter 1.	Introduction
Chapter 2.	Matrix Algebra
Chapter 3.	Probability and Distribution Theory
Chapter 4.	Statistical Inference
Chapter 5.	Computation and Optimization
Chapter 6.	The Classical Multiple Linear Regression Model- Specification and Estimation
Chapter 7.	Inference and Prediction
Chapter 8.	Functional Form, Nonlinearity, and Specification
Chapter 9.	Large Sample Results and Alternative Estimator for the Classical Regression Model
Chapter 10.	Nonlinear Regression Models
Chapter 11.	Nonspherical Disturbances, Generalized Regression and GMM Estimation
Chapter 12.	Heteroscedasticity
Chapter 13.	Autocorrelated Disturbances
Chapter 14.	Models for Panel Data
Chapter 15.	Systems of Regression Equations
Chapter 16.	Simultaneous Equations Models
Chapter 17.	Regressions with Lagged Variables
Chapter 18.	Time-Series Models
Chapter 19.	Models with Discrete Dependent Variables
Chapter 20.	Limited Dependent Variable and Duration Models
Appendix A.	Data Sets Used in Applications
Appendix B.	Tables
References
Author Index
Subject Index