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Part I: The Linear Regression Model
Chapter 1: Econometrics Chapter 2: The Linear Regression Model Chapter 3: Least Squares Chapter 4: The Least Squares Estimator Chapter 5: Hypothesis Tests and Model Selection Chapter 6: Functional Form 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 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 Chapter 16: Bayesian Estimation and Inference
Part IV: Cross Sections, Panel Data, and Microeconometrics
Chapter 17: Discrete Choice Chapter 18: Discrete 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: Models with Lagged Variables Chapter 22: Time-Series Models Chapter 23: Nonstationary Data
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 Appendix G: Statistical Tables
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