1CHAPTER 1 Introduction to Econometrics
235.1 Heteroscedasticity
21.1 Definition and Scope of Econometrics
245.2 Autocorrelation
31.2 The Role of Data in Econometrics
255.3 Multicollinearity
41.3 Historical Development of Econometrics
265.4 Model Misspecification
51.4 Key Concepts and Terminology
27CHAPTER 6 Time Series Analysis
6CHAPTER 2 Statistical Foundations
286.1 Understanding Time Series Data
72.1 Probability and Probability Distributions
296.2 Time Series Models
82.2 Descriptive Statistics
306.3 Autoregressive Integrated Moving Average (ARIMA) Models
92.3 Statistical Inference
316.4 Forecasting Techniques
102.4 Hypothesis Testing
326.5 Applications of Time Series Analysis in Economics
11CHAPTER 3 Simple Linear Regression
33CHAPTER 7 Panel Data Analysis
123.1 Understanding Regression Analysis
347.1 Introduction to Panel Data
133.2 Assumptions of Simple Linear Regression
357.2 Fixed Effects and Random Effects Models
143.3 Estimation and Interpretation of Regression Coefficients
367.3 Panel Data Estimation Techniques
153.4 Hypothesis Testing in Regression
377.4 Applications of Panel Data in Econometrics
163.5 Model Evaluation and Diagnostics
38CHAPTER 8 Instrumental Variables and Two-Stage Least Squares (2SLS)
17CHAPTER 4 Multiple Linear Regression
398.1 Instrumental Variables and Endogeneity
184.1 Extending Regression to Multiple Variables
408.2 Identification and Over-Identification Tests
194.2 Interpretation of Multiple Regression Coefficients
418.3 Two-Stage Least Squares Estimation
204.3 Model Specification and Testing
428.4 Instrumental Variables in Practice
214.4 Collinearity Issues in Multiple Regression
43Glossary
22CHAPTER 5 Violations of Regression Assumptions
44Index
