Designed to bridge the gap between social science studies and field-econometrics, Econometric Analysis, 8th Edition presents this ever-growing area at an accessible graduate level. The book first introduces students to basic techniques, a rich variety of models and underlying theory that is easy to put into practice. It then presents students with a sucient theoretical background to understand advanced techniques and to recognize new variants of established models. This focus, along with hundreds of worked numerical examples, ensures that students can apply the theory to real-world application and are prepared to be successful economists in the ELD. eatures) This text is intended for a one-year graduate course for social scientists. ) It includes five chapters on estimation methods used in current research and five chapters on applications in micro and macro econometrics. ) Appendix E and Chapter 15 contain a description of numerical methods that will be useful to practicing econometricians. ) The author has revised the presentation throughout the book to streamline the development of topics, in some cases, to improve the clarity of the derivations. able of Contents Part I the Linear Regression Modelhapter 1 Econometrics hapter 2 the Linear Regression Model hapter 3 Least Squares Regression hapter 4 Estimating the Regression Model by Least Squares hapter 5 Hypothesis Tests and Model Selection hapter 6 Functional form, difference in differences and structural change hapter 7 Nonlinear, Semiparametric and Nonparametric Regressionodels hapter 8 Endogeneity and Instrumental Variable Estimationart II Generalized Regression Model and Equation Systemshapter 9 the Generalized Regression Model and Heteroscedasticity hapter 10 Systems of Regression Equations hapter 11 Models for Panel Data art III Estimation Methodologyhapter 12 Estimation Frameworks in Econometrics h
