"Principles of Econometrics" is an introductory book for undergraduate students in economics and finance, as well as first-year graduate students in economics, finance, accounting, agricultural economics, marketing, public policy, sociology, law and political science. It is assumed that students have taken courses in the principles of economics, and elementary statistics. Matrix algebra is not used, and calculus tools are developed in appendices.
Chapter 1 An Introduction to Econometrics Probability Primer
Chapter 2 The Simple Linear Regression Model
Chapter 3 Interval Estimation and Hypothesis Testing
Chapter 4 Prediction, Goodness-of-Fit, and Modeling Issues
Chapter 5 The Multiple Regression Model
Chapter 6 Further Inference in the Multiple Regression Model
Chapter 7 Using Indicator Variables
Chapter 8 Heteroskedasticity
Chapter 9 Regression with Time-Series Data: Stationary Varibles
Chapter 10 Random Regressors and Moment-Based Estimation
, etc.