Principles of Econometrics (Paperback, 4th Edition International Student Version)

Preface. Chapter 1 An Introduction to Econometrics. A Probability Primer. Chapter 2 The Simple Linear Regression Model. Chapter 3 Interval Estimation and Hypothesis Testing. Chapter 4 Prediction, Goodness-of-Fit and Modeling Issues. Chapter 5 The Multiple Regression Model. Chapter 6 Further Inference in the Multiple Regression Model. Chapter 7 Using Indicator Variables. Chapter 8 Heteroskedasticity. Chapter 9 Regression with Time Series Data: Stationary Variables. Chapter 10 Random Regressors and Moment Based Estimation. Chapter 11 Simultaneous Equations Models. Chapter 12 Regression with Time Series Data: Nonstationary Variables. Chapter 13 Vector Error Correction and Vector Autoregressive Models. Chapter 14 Time-Varying Volatility and ARCH Models. Chapter 15 Panel Data Models. Chapter 16 Qualitative and Limited Dependent Variable Models. Appendix A Review of Math Essentials. Appendix B Review of Probability Concepts. Appendix C Review of Statistical Inference. Appendix D. Index.