Part I BASICS OF PROBABILITY AND STATISTICS Chapter 1 The Nature and Scope of Econometrics Chapter 2 Review of Statistics I: Probability and Probability Distributions Chapter 3 Characteristics of Probability Distributions Chapter 4 Some Important Probability Distributions Chapter 5 Statistical Inference: Estimation and Hypothesis Testing Part II THE LINEAR REGRESSION MODELChapter 6 Basic Ideas of Linear Regression: The TwoVariable Model Chapter 7 The TwoVariable Model: Hypothesis Testing Chapter 8 Multiple Regression: Estimation and Hypothesis Testing Chapter 9 Functional Forms of Regression Models Chapter 10 Dummy Variable Regression Models Part III REGRESSION ANALYSIS IN PRACTICEChapter 11 Model Selection: Criteria and Tests Chapter 12 Multicollinearity: What Happens if Explanatory Variables are Correlated? Chapter 13 Heteroscedasticity: What Happens if the Error Variance is Nonconstant Chapter 14 Autocorrelation: What Happens if Error Terms are Correlated? Part IV ADVANCED TOPICS IN ECONOMETRICSChapter 15 Simultaneous Equation Models Chapter 16 Selected Topics in Single Equation Regression Models APPENDIX A: STATISTICAL TABLES APPENDIX B: COMPUTER OUTPUT OF EVIEWS, MINITAB, EXCEL, AND STATA
