Econometric Analysis [Hardcover]

PART I. The Linear Regression Model

1.Econometrics
2. The Linear Regression Model
3. Least Squares
4. Estimating the Regression Model by Least Squares
5. Hypothesis Tests and Model Selection
6. Functional Form, Difference in Differences and Structural Change
7. Nonlinear, Semiparametric and Nonparametric Regression Models
8. Endogeneity and Instrumental Variable Estimation

PART II. Generalized Regression Model and Systems of Equations

9. The Generalized Regression Model and Heteroscedasticity

10. Systems of Regression Equations

11. Models for Panel Data

 

PART III. Estimation Methodology

12. Estimation Frameworks in Econometrics

13. Minimum Distance Estimation and the Generalized Method of Moments

14. Maximum Likelihood Estimation

15. Simulation-Based Estimation and Inference and Random Parameter Models

16. Bayesian Estimation and Inference

 

PART IV. Cross Sections, Panel Data and Microeconometrics

17. Binary Outcomes and Discrete Choices

18. Multinomial Choices and Event Counts

19. Limited Dependent Variables, Truncation, Censoring and Sample Selection

 

PART V. Time Series and Macroeconometrics

20. Serial Correlation

21. Nonstationary Data

 

PART VI. Appendices

Appendix A: Matrix Algebra

Appendix B: Probability and Distribution Theory