Preface
Part I. The Linear Regression Model
Chapter 1. Econometrics
Chapter 2. The Linear Regression Model
Chapter 3. Least Squares Regression
Chapter 4. Estimating the Regression Model by Least Squares
Chapter 5. Hypothesis Tests and Model Selection
Chapter 6. Functional Form, Difference in Differences, and Structural Change
Chapter 7. Nonlinear, Semiparametric, and Nonparametric Regression Models
Chapter 8. Endogeneity and Instrumental Variable Estimation
Part II. Generalized Regression Model and Equation Systems
Chapter 9. The Generalized Regression Model and Heteroscedasticity
Chapter 10. Systems of Regression Equations
Chapter 11. Models for Panel Data
Part III. Estimation Methodology
Chapter 12. Estimation Frameworks in Econometrics
Chapter 13. Minimum Distance Estimation and the Generalized Method of Moments
Chapter 14. Maximum Likelihood Estimation
Chapter 15. Simulation-Based Estimation and Inference and Random Parameter Models
Chapter 16. Bayesian Estimation and Inference
Part IV. Cross Sections, Panel Data, and Microeconometrics
Chapter 17. Binary Outcomes and Discrete Choices
Chapter 18. Multinomial Choices and Event Counts
Chapter 19. Limited Dependent Variables-Truncation, Censoring, and Sample Selection
Part V. Time Series and Macroeconometrics
Chapter 20. Serial Correlation
Chapter 21. Nonstationary Data
References
Index
Part VI. Appendices
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

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