Chapter summaries

The chapter summaries below will help you to reflect and recap on key topics. They have been provided as Word documents so that you can annotate them with your own notes. Note that chapters 22 and 23 are not included in the printed book but are available to instructors on this website.

Chapter summaries

The linear regression model: an overview | Chapter 1 | Word Document | (0.27Mb)

Functional forms of regression models | Chapter 2 | Word Document | (0.21Mb)

Qualitative explanatory variables regression models | Chapter 3 | Word Document | (0.20Mb)

Regression diagnostic I: multicollinearity | Chapter 4 | Word Document | (0.21Mb)

Regression diagnostic II: heteroscedasticity | Chapter 5 | Word Document | (0.21Mb)

Regression diagnostic III: autocorrelation | Chapter 6 | Word Document | (0.17Mb)

Regression diagnostic IV: model specification errors | Chapter 7 | Word Document | (0.21Mb)

The logit and probit models | Chapter 8 | Word Document | (0.18Mb)

Multinomial regression models | Chapter 9 | Word Document | (0.21Mb)

Ordinal regression models | Chapter 10 | Word Document | (0.20Mb)

Limited dependent variable regression models | Chapter 11 | Word Document | (0.21Mb)

Modeling count data: the Poisson and negative binomial regression models | Chapter 12 | Word Document | (0.17Mb)

Stationary and nonstationary time series | Chapter 13 | Word Document | (0.18Mb)

Cointegration and error correction models | Chapter 14 | Word Document | (0.18Mb)

Asset price volatility: the ARCH and GARCH models | Chapter 15 | Word Document | (0.20Mb)

Economic forecasting | Chapter 16 | Word Document | (0.22Mb)

Panel data regression models | Chapter 17 | Word Document | (0.18Mb)

Survival analysis | Chapter 18 | Word Document | (0.20Mb)

Stochastic regressors and the method of instrumental variables | Chapter 19 | Word Document | (0.18Mb)

Beyond OLS: quantile regression | Chapter 20 | Word Document | (0.21Mb)

Multivariate regression models | Chapter 21 | Word Document | (0.17Mb)

Elements of hierarchical linear regression models | Chapter 22 | Word Document | (0.21Mb)

Bootstrapping: learning from the sample | Chapter 23 | Word Document | (0.22Mb)