Introductory econometrics : a modern approach

ch. 1. The nature of econometrics and economic data
ch. 2. The simple regression model
ch.3. Multiple regression analysis : estimation
ch. 4. Multiple regression analysis : inference
ch. 5. Multiple regression analysis : OLS asymptotics
ch. 6. Multiple regression analysis : further issues
ch.7. Multiple regression analysis with qualitative information : binary (or dummy) variables
ch. 8. Heteroskedasticity
ch. 9. More on specification and data issues
ch. 10. Basic regression analysis with time series data
ch. 11. Further issues in using OLS with time series data
ch. 12. Serial correlation and heteroskedasticity in time series regressions
ch. 13. Pooling cross sections across time : simple panel data methods
ch. 14. Advanced panel data methods
ch. 15. Instrumental variables estimation and two stage least squares
ch. 16. Simultaneous equations models
ch. 17. Limited dependent variable models and sample selection corrections
ch. 18. Advanced time series topics
ch. 19. Carrying out an empirical project
Appendix A: Basic mathematical tools
Appendix B: Fundamentals of probability
Appendix C: Fundamentals of mathematical statistics
Appendix D: Summary of matrix algebra
Appendix E: The linear regression model in matrix form
Appendix F: Answers to chapter questions.

Tools