Principles of Econometrics (Paperback, 5th Edition)

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