A Guide to Econometrics Book

	Preface
	Dedication
1	Introduction	1
2	Criteria for Estimators	11
3	The Classical Linear Regression Model	47
4	Interval Estimation and Hypothesis Testing	60
5	Specification	81
6	Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy	107
7	Violating Assumption Two: Nonzero Expected Disturbance	129
8	Violating Assumption Three: Nonspherical Disturbances	133
9	Violating Assumption Four: Measurement Errors and Autoregression	157
10	Violating Assumption Four: Simultaneous Equations	180
11	Violating Assumption Five: Multicollinearity	205
12	Incorporating Extraneous Information	218
13	The Bayesian Approach	230
14	Dummy Variables	248
15	Qualitative Dependent Variables	259
16	Limited Dependent Variables	281
17	Panel Data	301
18	Time Series Econometrics	319
19	Forecasting	358
20	Robust Estimation	372
21	Applied Economectrics	389
App. A	Sampling Distributions, the Foundation of Statistics	418
App. B	All about Variance	423
App. C	A Primer on Asymptotics	429
App. D	Exercises	436
App. E	Answers to Even-numbered Questions	516
	Glossary	544
	Bibliography	550
	Name Index	601
	Subject Index	610