Preface | |
Introduction | |
The Classical Multiple Linear Regression Model | |
Least Squares | |
Statistical Properties of the Least Squares Estimator | |
Inference and Prediction | |
Functional Form and Structural Change | |
Specification Analysis and Model Selection | |
Generalized Regression Model and Heteroscedasticity | |
Models for Panel Data | |
Systems of Regression Equations | |
Nonlinear Regression Models | |
Instrumental Variables Estimation | |
Simultaneous-Equations Model | |
Estimation Frameworks in Econometrics | |
Minimum Distance Estimation and the Generalized Method of Moments | |
Maximum Likelihood Estimation | |
Simulation Based Estimation and Inference | |
Bayesian Estimation and Inference | |
Serial Correlation | |
Models With Lagged Variables | |
Time-Series Models | |
Nonstationary Data | |
Models for Discrete Choice | |
Truncation, Censoring and Sample Selection | |
Models for Event Counts and Duration | |
Matrix Algebra | |
Probability and Distribution Theory | |
Estimation and Inference | |
Large Sample Distribution Theory | |
Computation and Optimization | |
Data Sets Used in Applications | |
Statistical Tables | |
References | |
Author Index | |
Subject Index | |
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