Chapter 2 – The Classical Multiple Linear Regression Model

Chapter 3 – Least Squares

Chapter 4 – Statistical Properties of the Least Squares Estimator

Chapter 5 – Inference and Prediction

Chapter 6 – Functional Form and Structural Change

Chapter 7 – Specification Analysis and Model Selection

Chapter 8 – Generalized Regression Model and Heteroscedasticity

Chapter 9 – Models for Panel Data

Chapter 10 –Systems of Regression Equations

Chapter 11 – Nonlinear Regression Models

Chapter 12 – Instrumental Variables Estimation

Chapter 13 – Simultaneous-Equations Model

Chapter 14 – Estimation Frameworks in Econometrics

Chapter 15 – Minimum Distance Estimation and the Generalized Method of

Moments

Chapter 16 – Maximum Likelihood Estimation

Chapter 17 – Simulation Based Estimation and Inference

Chapter 18 – Bayesian Estimation and Inference

Chapter 19 – Serial Correlation

Chapter 20 – Models With Lagged Variables

Chapter 21 – Time-Series Models

Chapter 22 – Nonstationary Data

Chapter 23 – Models for Discrete Choice

Chapter 24 – Truncation, Censoring and Sample Selection

Chapter 25 – Models for Event Counts and Duration

Appendix A: Matrix Algebra

Appendix B: Probability and Distribution Theory

Appendix C: Estimation and Inference

Appendix D: Large Sample Distribution Theory

Appendix E: Computation and Optimization

Appendix F: Data Sets Used in Applications

Appendix G: Statistical Tables

References
Author Index
Subject Index