Introductory Econometrics : A Modern Approach, Cengage International Edition (Paperback, 8 ed)

Chapter 1 The Nature of Econometrics and Economic Data 1
Part 1: Regression Analysis with Cross-Sectional Data 19
Chapter 2 The Simple Regression Model 20
Chapter 3 Multiple Regression Analysis: Estimation 67
Chapter 4 Multiple Regression Analysis: Inference 118
Chapter 5 Multiple Regression Analysis: OLS Asymptotics 167
Chapter 6 Multiple Regression Analysis: Further Issues 186
Chapter 7 Multiple Regression Analysis with Qualitative Information 229
Chapter 8 Heteroskedasticity 276
Chapter 9 More on Specification and Data Issues 309
Part 2: Regression Analysis with Time Series Data 347
Chapter 10 Basic Regression Analysis with Time Series Data 348
Chapter 11 Further Issues in Using OLS with Time Series Data 381
Chapter 12 Serial Correlation and Heteroskedasticity in Time Series Regressions 410
Part 3: Advanced Topics 441
Chapter 13 Pooling Cross Sections across Time. Simple Panel Data Methods 442
Chapter 14 Advanced Panel Data Methods 481
Chapter 15 Instrumental Variables Estimation and Two Stage Least Squares 515
Chapter 16 Simultaneous Equations Models 557
Chapter 17 Limited Dependent Variable Models and Sample Selection Corrections 583
Chapter 18 Advanced Time Series Topics 634
Chapter 19 Advanced Methods for Causal Inference 681
Chapter 20 Carrying Out an Empirical Project 731
Appendices
Math Refresher A Basic Mathematical Tools 755
Math Refresher B Fundamentals of Probability 773
Math Refresher C Fundamentals of Mathematical Statistics 803
Advanced Treatment D Summary of Matrix Algebra 838
Advanced Treatment E The Linear Regression Model in Matrix Form 849
Answers to Going Further Questions 866
Statistical Tables 875
References 882
Glossary 886
Index 903