The book is structured so that each chapter has a well-defined purpose. Chapter 1 provides an overview, intended to demarcate a common starting line. Chapter 2 review basic regression theory in some detail, covering both mathematical and statistical foundations, but leaving the student with a rather limited practical toolkit. To offset this, the final section in Chapter 2 provides initial estimates for some very simple models, using data sets that are listed fully at the end of Chapter 2 provides initial estimates for some very simple models, using data sets that are listed fully at the end of Chapter 1. Chapter 3 continues with a more operationally oriented treatment of classical regression topics, again illustrated by worked examples. A key feature of this chapter is a full discussion of the logic of variable addition tests; this provides a firm basic for the subsequent introduction of a more elaborate set of test procedures that can be expressed in variable addition from.
1. Econometrics: an overview
2. The classical regression model
3. Classical regression: further topics
4. Large sample theory
5. Disturbance problems and generalised least squares
6. Dynamic models
7. Estimation and testing in dynamic models
8. Multiple equation models
9. Dynamic systems
10. Extension and review