Guide to econometrics

Includes bibliographical references (p. [550]-600) and index.

1. Introduction -- 2. Criteria for Estimators -- 3. The Classical Linear Regression Model -- 4. Interval Estimation and Hypothesis Testing -- 5. Specification -- 6. Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy -- 7. Violating Assumption Two: Nonzero Expected Disturbance -- 8. Violating Assumption Three: Nonspherical Disturbances -- 9. Violating Assumption Four: Measurement Errors and Autoregression -- 10. Violating Assumption Four: Simultaneous Equations -- 11. Violating Assumption Five: Multicollinearity -- 12. Incorporating Extraneous Information -- 13. The Bayesian Approach -- 14. Dummy Variables -- 15. Qualitative Dependent Variables -- 16. Limited Dependent Variables -- 17. Panel Data -- 18. Time Series Econometrics -- 19. Forecasting -- 20. Robust Estimation -- 21. Applied Economectrics -- App. A. Sampling Distributions, the Foundation of Statistics -- App. B. All about Variance -- App. C. A Primer on Asymptotics -- App. D. Exercises -- App. E. Answers to Even-numbered Questions.