Table of Contents:
  • Part 1: What Is Econometrics?
  • Basic Statistical Concepts
  • Simple Linear Regression
  • Multiple Regression Analysis
  • Violations of the Classical Assumptions
  • Distributed Lags and Dynamic Models
  • Part 2: The General Linear Model: The Basics
  • Regression Diagnostics and Specification Tests
  • Generalized Least Squares
  • Seemingly Unrelated Regressions
  • Simultaneous Equations Model
  • Pooling Time-Series of Cross-Section Data
  • Limited Dependent Variables
  • Time-Series Analysis.