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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 |
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