经典再续，每次重读都有新的感受，不知你是否也有同感。

以下是书的内容：
       Examples and Applications xxv
       Preface xxxiii
Part I The Linear Regression Model
    Chapter 1 Econometrics 1
    Chapter 2 The Linear Regression Model 11
    Chapter 3 Least Squares 26
    Chapter 4 The Least Squares Estimator 51
    Chapter 5 Hypothesis Tests and Model Selection 108
    Chapter 6 Functional Form and Structural Change 149
    Chapter 7 Nonlinear, Semiparametric, and Nonparametric Regression Models 181
    Chapter 8 Endogeneity and Instrumental Variable Estimation 219
Part II Generalized Regression Model and Equation Systems
    Chapter 9 The Generalized Regression Model and Heteroscedasticity 257
    Chapter 10 Systems of Equations 290
    Chapter 11 Models for Panel Data 343
Part III Estimation Methodology
    Chapter 12 Estimation Frameworks in Econometrics 432
    Chapter 13 Minimum Distance Estimation and the Generalized Method of Moments 455
    Chapter 14 Maximum Likelihood Estimation 509
    Chapter 15 Simulation-Based Estimation and Inference and Random Parameter Models 603
    Chapter 16 Bayesian Estimation and Inference 655
Part IV Cross Sections, Panel Data, and Microeconometrics
    Chapter 17 Discrete Choice 681
    Chapter 18 Discrete Choices and Event Counts 760
    Chapter 19 Limited Dependent Variables—Truncation, Censoring, and Sample Selection 833
Part V Time Series and Macroeconometrics
    Chapter 20 Serial Correlation 903
    Chapter 21 Nonstationary Data 942
Part VI Appendices
    Appendix A Matrix Algebra 973
    Appendix B Probability and Distribution Theory 1015
    Appendix C Estimation and Inference 1047
    Appendix D Large-Sample Distribution Theory 1066
    Appendix E Computation and Optimization 1089
    Appendix F Data Sets Used in Applications 1109
    References 1115
    Combined Author and Subject Index 1161