A Guide to Modern Econometrics

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​ A Guide to Modern Econometrics
Title Page
Copyright
Preface
Chapter 1: Introduction
1.1 About Econometrics
1.2 The Structure of this Book
1.3 Illustrations and Exercises
Chapter 2: An Introduction to Linear Regression
2.1 Ordinary Least Squares as an Algebraic Tool
2.2 The Linear Regression Model
2.3 Small Sample Properties of the OLS Estimator
2.4 Goodness-of-fit
2.5 Hypothesis Testing
2.6 Asymptotic Properties of the OLS Estimator
2.7 Illustration: The Capital Asset Pricing Model
2.8 Multicoll