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The aspects of this text which we believe are novel, at least in degree, include: an effort to motivate different sections with practical examples and an empirical orientation; an effort to intersperse several easily motivated examples throughout the book and to maintain some continuity in these examples; and the extensive use of Monte Carlo simulations to demonstrate particular aspects of the problems and estimators being considered. In terms of material being presented, the unique aspects include the first chapter which attempts to address the use of empirical methods in the social sciences, the seventh chapter which considers models with discrete dependent variables and unobserved variables. Clearly these last two topics in particular are quite advanced—more advanced than material that is currently available on the subject. These last two topics are also currently experiencing rapid development and are not adequately described in most other texts.
Audience: Undergraduate, and graduate students who have an understanding of statistical methods.
Empirical Analyses in the Social Science.
Estimation with Simple Linear Models.
Least Squares Estimators: Statistical Properties and Hypothesis Testing.
Ordinary Least Squares in Practice.
Multivariate Estimation in Matrix Form.
Generalized Least Squares.
Models with Discrete Dependent Variables.
Introduction to Multiequation Models.
Structural Equations: Simultaneous Models.
Estimating Models with Erroneous and Unobserved Variables.