Table of contents

1. Introducing Excel 1

2. Simple Linear Regression 21

3. Interval Estimation and Hypothesis Testing 39

4. Prediction, Goodness of Fit and Modeling Issues 49

5. Multiple Linear Regression 68

6. Further Inference in the Multiple Regression Model 80

7. Nonlinear Relationships 104

8. Heteroskedasticity 125

9. Dynamic Models, Autocorrelation, and Forecasting 142

10. Random Regressors and Moment Based Estimation 155

11. Simultaneous Equations Models 169

12. Nonstationary Time Series Data and Cointegration 178

13. An Introduction to Macroeconometrics: VEC and VAR Models 188

14. An Introduction to Financial Econometrics: Time-Varying Volatility

and ARCH Models 200

15. Panel Data Models 204

16. Qualitative and Limited Dependent Variable Models 215

17. Importing Internet Data 219

Appendix B. Review of Probability Concepts 223