Contents

Preface
Acknowledgements
A personal message from the author
List of tables
List of figures

Part I: The Linear Regression Model
1)The Linear Regression Model
2) Functional Forms of Regression Models
3) Qualitative Explanatory Variables Regression Models

Part II: Critical Evaluation of the Classical Linear Regression Model
4) Regression Diagnostic I: Multicollinearity
5) Regression Diagnostic II: Heteroscedasticity
6) Regression Diagnostic III: Autocorrelation
7) Regression Diagnostic IV: Model Specification Errors

Part III: Regression Models with Cross-Sectional Data
8) Categorical Dependent Variable Models: The Logit And Probit Models
9) Multinomial Regression Models
10) Original Regression Models
11) Limited Dependent Variable Regression Models
12) Modeling Count Data: The Poisson And Negative Binomial Regression Models

Part IV: Topics in Time Series Econometrics
13) Stationary and Nonstationary Time Series
14) Cointegration and Error Correction Models
15) Asset Price Volatility: The Arch and Garch Models
16) Economic Forecasting with Arima and VAR Models
17) Panel Data Regression Models
18) Survival Analysis
19) Instrumental Variables

Statistical Appendix

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