Statistics and Econometrics: Methods and Applications

1. Introduction. 2. Basic Probability Theory. 3. Random Variables and Probability Distributions. 4. Mathematics and Expectations. 5. Multivariate Distributions. 6. Sampling and Sampling Distributions. 7. Estimation. 8. Interval Estimation and Hypothesis Testing. 9. Simple Linear Regression. 10. Inferences in Simple Linear Regression. 11. Multiple Regression. 12. Extending the Multiple Regression Model. 13. Specification Error, Multicollinearity, and Measurement Error. 14. Heteroskedasticity and Serial Correlation. 15. Simultaneous Equations. 16. Dummy Dependent Variable Models. 17. Analysis of Time Series Data. 18. Panel Data Models.Appendix A: Review of Probability and Statistics.Appendix B: Statistical Tables.Index.