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Practical Econometrics


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Table of Contents

Part 1: The Basics 1.An Introduction to Econometrics, Statistical Inference, and Data Collection 2.Collection and Management of Data 3.Summary Statistics Part 2: Linear Regression Analysis 4.Simple Linear Regression 5.Hypothesis Testing in Linear Regression Analysis 6.Multiple Linear Regression Analysis 7.Qualitative Variables and Non-Linearities in Multiple Linear Regression Analysis 8.Model Selection in Multiple Linear Regression Analysis Part 3: Violations of Assumptions 9.Heteroskedasticity 10.Time Series Analysis 11.Autocorrelation Part 4: Advanced Topics in Econometrics 12.Limited Dependent Variables 13.Panel Data 14.Instrumental Variables for Simultaneous Equations, Endogenous Independent Variables, and Measurement Error 15.Quantile Regression, Count Data, Sample Selection Bias, and Quasi-Experimental Methods 16.How to Conduct and Write-Up and Empirical Research Project Appendix A: Data Collection Appendix B: Stata Commands

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