Table of Contents
PART I: BASICS OF LINEAR REGRESSION
1. The linear regression model: an overview
2. Functional forms of regression models
3. Qualitative explanatory variables regression models
PART II: REGRESSION DIAGNOSTICS
4. Regression diagnostic I: multicollinearity
5. Regression diagnostic II: heteroscedasticity
6. Regression diagnostic III: autocorrelation
7. Regression diagnostic IV: model specification errors
PART III: TOPICS IN CROSS-SECTION DATA
8. The logit and probit models
9. Multinomial regression models
10. Ordinal regression models
11. Limited dependent variable regression models
12. Modeling count data: the Poisson and negative binomial regression models
PART IV: TIME SERIES ECONOMETRICS
13. Stationary and nonstationary time series
14. Cointegration and error correction models
15. Asset price volatility: the ARCH and GARCH models
16. Economic forecasting
PART V: SELECTED TOPICS IN ECONOMETRICS
17. Panel data regression models
18. Survival analysis
19. Stochastic regressors and the method of instrumental variables
20. Beyond OLS: quantile regression
21. Multivariate regression models
Appendices
1. Data sets used in the text
2. Statistical appendix
