目次

Part I: Single-Equation Regression Model Chapter 1: The Nature ofRegression Analysis Chapter 2: Two-Variable Regression Analysis: Some BasicIdeas Chapter 3: Two Variable Regression Model: The Problem of EstimationChapter 4: Classical Normal Linear Regression Model (CNLRM) Chapter 5:Two-Variable Regression: Interval Estimation and Hypothesis Testing Chapter6: Extensions of the Two-Variable Linear Regression Model Chapter 7:Multiple Regression Analysis: The Problem of Estimation Chapter 8: MultipleRegression Analysis: The Problem of Inference Chapter 9: Dummy VariableRegression Models Part II: Relaxing the Assumptions of the Classical ModelChapter 10: Multicollinearity: What happens if the Regressor are CorrelatedChapter 11: Heteroscedasticity: What Happens if the Error Variance isNonconstant? Chapter 12: Autocorrelation: What Happens if the Error Termsare Correlated Chapter 13: Econometric Modeling: Model Specification andDiagnostic Testing Part III: Topics in Econometrics Chapter 14: NonlinearRegression Models Chapter 15: Qualitative Response Regression ModelsChapter 16: Panel Data Regression Models Chapter 17: Dynamic EconometricModel: Autoregressive and Distributed-Lag Models. Part IV:Simultaneous-Equation Models Chapter 18: Simultaneous-Equation Models.Chapter 19: The Identification Problem. Chapter 20: Simultaneous-EquationMethods. Chapter 21: Time Series Econometrics: Some Basic Concepts Chapter22: Time Series Econometrics: Forecasting Appendix A: Review of SomeStatistical Concepts Appendix B: Rudiments of Matrix Algebra Appendix C:The Matrix Approach to Linear Regression Model Appendix D: StatisticalTables Appendix E: Computer Output of EViews, MINITAB, Excel, and STATAAppendix F: Economic Data on the World Wide Web