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Figures.
Symbols and Abbreviations.
Preface.
Part I: Basic Regression Theory.
1. The Linear Regression Model.
2. Statistical Analysis of the Regression Model.
3. Asymptotic Analysis of the Regression Model.
Part II: Dynamic Regression Theory.
4. Modelling Economic Time Series.
5. Principles of Dynamic Modelling.
6. Asymptotics for Dynamic Models.
7. Estimation and Testing.
8. Simultaneous Equations.
Part III: Advanced Estimation Theory.
9. Optimization Estimators I: Theory.
10. Optimization Estimators II: Examples.
11. The Method of Maximum Likelihood.
12. Testing Hypotheses.
13. System Estimation.
Part IV: Cointegration Theory.
14. Unit Roots.
15. Cointegrating Regression.
16. Cointegrated Systems.
Part V: Technical Appendices.
A. Matrix Algebra Basics.
B. Probability and Distribution Theory.
C. The Gaussian Distribution and Its Relatives.
References.
Author Index.
Subject Index.
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