Learning and Practicing Econometrics

Partial table of contents: THE FOUNDATIONS OF ESTIMATION AND INFERENCE Some Basic Ideas: Statistical Concepts for Economists Statistical Inference 1: Estimating the Mean and Variance of a Population THE SIMPLE LINEAR STATISTICAL MODEL Simple Regression: Economic and Statistical Model Specification and Estimation GENERAL LINEAR STATISTICAL MODEL Inference in the General Linear Statistical Model ECONOMETRIC TOPICS 1 Dummy Variables and Varying Coefficient Models Collinear Economic Variables LINEAR STATISTICAL MODELS WITH A GENERAL ERROR COVARIANCE MATRIX Heteroskedastic Errors SPECIFYING AND ESTIMATING ECONOMIC AND STATISTICAL MODELS WITH FEEDBACK MECHANISMS Estimation and Inference for the Simultaneous Equations Model TIME-SERIES AND DYNAMIC ECONOMIC MODELS Bivariate and Multivariate Time-Series Models ECONOMETRIC TOPICS 2 Nonlinear Least Squares BAYESIAN ESTIMATION AND INFERENCE The Bayesian Approach to Estimation and Inference: Some Basic Definitions, Concepts, and Applications ECONOMIC DATA SOURCES AND THE WRITING TASK Economic Data Sources, Guidelines for Choosing a Research Project, and the Writing of a Research Report Statistical Tables Index.