A guide to econometrics

Introduction

Criteria for estimators

The classical linear regression model

Interval estimation and hypothesis testing

Specification

Violating assumption one: wrong regressors, nonlinearities, and parameter inconstancy

Violating assumption two: nonzero expected disturbance

Violating assumption three: nonspherical disturbances

Violating assumption four: instrumental variable estimation

Violating assumption four: measurement errors and autoregression

Violating assumption four: simultaneous equations

Violating assumption five: multicollinearity

Incorporating extraneous information

The Bayesian approach

Dummy variables

Qualitative dependent variables

Limited dependent variables

Panel data

Time series econometrics

Forecasting

Robust estimation

Applied econometrics

Computational considerations.