Part 1: The Basics

Chapter 1: An Introduction to Econometrics and Statistical Inference

Chapter 2: Collection and Management of Data

Chapter 3: Summary Statistics

Part 2: Linear Regression Analysis

Chapter 4: Simple Linear Regression

Chapter 5: Hypothesis Testing in Linear Regression Analysis

Chapter 6: Multiple Linear Regression Analysis

Chapter 7: Qualitative Variables and Non-Linearities in Multiple Linear Regression Analysis

Chapter 8: Model Selection in Multiple Linear Regression Analysis

Part 3: Violations of Assumptions

Chapter 9: Heteroskedasticity

Chapter 10: Time Series Analysis

Chapter 11: Autocorrelation

Part 4: Advanced Topics in Econometrics

Chapter 12: Limited Dependent Variables

Chapter 13: Panel Data

Chapter 14: Instrumental Variables for Simultaneous Equations, Endogenous Independent Variables, and Measurement Error

Chapter 15: Quantile Regression, Count Data, Sample Selection Bias, and Quasi-Experimental Methods

Chapter 16: How to Conduct and Write-Up and Empirical Research Project

Appendix A: Data Collection

Appendix B: Stata Commands

Appendix C: Statistical Tables