Table of ContentsClick here for more details1. Introduction 2. An introduction to linear regression 3. Interpreting and comparing regression models 4. Heteroskedasticity and autocorrelation 5. Endogeneity, instrumental variables and GMM 6. Maximum likelihood estimation and specification tests 7. Models with limited dependent variables 8. Univariate time series models 9. Multivariate time series models 10. Models based on panel data Appendix A: Vectors and matrices Appendix B: Statistical and distribution theory References Subject index |