this is a classica book of Econometrics
with stata application
BRIEF CONTENTS
1. Introducing Stata 1
2. Simple Linear Regression 53
3. Interval Estimation and Hypothesis Testing 103
4. Prediction, Goodness of Fit and Modeling Issues 123
5. Multiple Linear Regression 160
6. Further Inference in the Multiple Regression Model 181
7. Using Indicator Variables 211
8. Heteroskedasticity 247
9. Regression with Time-Series Data: Stationary Variables 269
10. Random Regressors and Moment Based Estimation 319
11. Simultaneous Equations Models 357
12. Regression with Time-Series Data: Nonstationary Variables 385
13. Vector Error Correction and Vector Autoregressive Models 407
14. Time-Varying Volatility and ARCH Models 426
15. Panel Data Models 442
16. Qualitative and Limited Dependent Variable Models 489
A. Review of Math Essentials 547
B. Review of Probability Concepts 555
C. Review of Statistical Inference 574