Review : random variables, sampling, and estimation
Simple regression analysis
Properties of the regression coefficients and hypothesis testing
Multiple regression analysis
Transformations of variables
Dummy variables
- Specification of regression variables : a preliminary skirmish
Heteroscedasticity
Stochastic regressors and measurement errors
Simultaneous equations estimation
Binary choice and limited dependent variable models, and maximum likelihood estimation
Models using time series data
Properties of regression models with time series data
Introduction to nonstationary time series
Introduction to panel data models.
OBNB doesn't sell books, but you may be able to find a copy at one of these websites:
Introduction to econometrics by Christopher Dougherty. ISBN 9780199280964. Published by Oxford University Press in 2007. Publication and catalogue information, links to buy online and reader comments.
