This economical text is intended for use as a universal supplement to introductory econometrics courses. This edition contains two new chapters on economic forecasting. Extensive online supplements include teaching PowerPoints, solutions to test questions/problems, new instructor questions, and software programs with data to download.
Table of Contents
1. The Nature of Econometrics 2. Simple Regression Analysis 3. Residual Statistics 4. Hypothesis Testing 5. Multiple Regression 6. Alternate Functional Forms 7. Dichotomous Variables 8. Properties of Ordinary Least-Squares Estimators 9. Multicollinearity 10. Heteroskedasticity 11. Serial Correlation 12. Time-Series Models 13. Forecasting with Regression Models 14. Forecasting with ARIMA models