Basic Econometrics

Cover\r......Page 1
Preface\r......Page 2
Introduction\r......Page 7
Part One - Single-equation Regression Models\r......Page 21
1. The nature of regression analysis\r......Page 23
2. Two-variable regression analysis: some basic ideas\r......Page 43
3. Two-variable regression model: the problem of estimation\r......Page 64
4. Classical normal linear regression model (CNLRM)\r......Page 113
5. Two-variable regression: interval estimation and hypothesis testing\r......Page 125
6. Extensions of the two-variable linear regression model\r......Page 170
7. Multiple regression analysis: the problem of estimation\r......Page 209
8. Multiple regression analysis: the problem of inference\r......Page 255
Part Two - Relaxing the Assumptions of the Classical Model\r......Page 304
9. Dummy variable regression models\r......Page 309
10. Multicolinearity: what happens if the regressors are correlated?\r......Page 346
11. Heteroscedasticity: what happens if the error variance is nonconstant?\r......Page 392
12. Autocorrelation: what happens if the error terms are correlated?\r......Page 446
13. Econometric modeling: model specification and diagnostic testing\r......Page 511
Part Three - Topics in Econometrics\r......Page 565
14. Nonlinear regression models\r......Page 567
15. Qualitative response regression models\r......Page 584
16. Panel data regression models\r......Page 640
17. Dynamic econometric models: autoregressive and distributed-lag models\r......Page 660
Part Four - Simultaneous-equation Models\r......Page 718
18. Simultaneous-equation models\r......Page 720
19. The identification problem\r......Page 738
20. Simultaneous-equation methods\r......Page 765
21. Time series econometrics: some basic concepts\r......Page 795
22. Time series econometrics: forecasting\r......Page 838
Appendix A. A review of some statistical concepts\r......Page 871
Appendix B. Rudiments of matrix algebra\r......Page 915
Appendix C. The matrix approach to linear regression model\r......Page 928
Apppendix D. Statistical tables\r......Page 961
Appendix E. Economic data on the World Wide Web\r......Page 978
Selected Bibliography\r......Page 981
Name Index\r......Page 985
Subject Index\r......Page 989