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The modern approach of this book recognizes that econometrics has moved from a specialized mathematical description of economics to an applied interpretation based on empirical research techniques. It bridges the gap between the mechanics of econometrics and modern applications of econometrics by employing a systematic approach motivated by the major problems facing applied researchers today. Throughout the content, the emphasis on examples gives a concrete reality to economic relationships and allows treatment of interesting policy questions in a realistic and accessible framework.
1. The Nature of Econometrics and Economic Data PART I: REGRESSION ANALYSIS WITH CROSS SECTION DATA 2. The Simple Regression Model 3. Multiple Regression Analysis: Estimation 4. Multiple Regression Analysis: Inference 5. Multiple Regression Analysis: OLS Asymptotics 6. Multiple Regression Analysis: Further Issues 7. Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables 8. Heteroskedasticity 9. More on Specification and Data Problems PART II: REGRESSION ANALYSIS WITH TIME SERIES DATA 10. Basic Regression Analysis with Time Series Data 11. Further Issues in Using OLS with Time Series Data 12. Serial Correlation and Heteroskedasticity in Time Series Regressions PART III: ADVANCED TOPICS 13. Polling Cross Sections Across Time: Simple Panel Data Methods 14. Advanced Panel Data Methods 15. Instrumental Variables Estimation and Two State Least Squares 16. Introduction to Simultaneous Equations Models 17. Limited Dependent Variable Models and Sample Selection Corrections 18. Advanced Time Series Topics 19. Carrying Out an Empirical Project