Table of contents for Econometrics / Stephen J. Schmidt.


Bibliographic record and links to related information available from the Library of Congress catalog


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Part 1: Econometric Analysis Chapter 1 Introduction Chapter 2 Designing an econometric project Part 2: Probability and Statistics Chapter 3 Random variables Chapter 4 Estimation Chapter 5 Hypothesis testing Part 3: Linear Regression Chapter 6 Least Squares Regression Chapter 7 Properties of the least squares estimator Chapter 8 Multivariate regression Part 4: Topics in Linear Regression Chapter 9 Selecting a Functional Form Chapter 10 Determining the econometric specification Chapter 11 Instability of the regression equation Part 5: Violations of the Regression Model Chapter 12 Autocorrelation Chapter 13 Heteroskedasticity Chapter 14 Estimating multiple equations Part 6: Advanced Topics Chapter 15 Endogenous variables Chapter 16 Forecasting Chapter 17 Time series analysis Chapter 18 Nonlinear models Chapter 19 Dummy dependent variables Chapter 20 General discrete choice models


Library of Congress subject headings for this publication:
Econometrics.