Description: Partial table of contents:THE FOUNDATIONS OF ESTIMATION AND INFERENCE.Some Basic Ideas: Statistical Concepts for Economists.Statistical Inference 1: Estimating the Mean and Variance of a Population.THE SIMPLE LINEAR STATISTICAL MODEL.Simple Regression: Economic and Statistical Model Specification and Estimation.GENERAL LINEAR STATISTICAL MODEL.Inference in the General Linear Statistical Model.ECONOMETRIC TOPICS 1.Dummy Variables and Varying Coefficient Models.Collinear Economic Variables.LINEAR STATISTICAL MODELS WITH A GENERAL ERROR COVARIANCE MATRIX.Heteroskedastic Errors.SPECIFYING AND ESTIMATING ECONOMIC AND STATISTICAL MODELS WITH FEEDBACK MECHANISMS.Estimation and Inference for the Simultaneous Equations Model.TIME-SERIES AND DYNAMIC ECONOMIC MODELS.Bivariate and Multivariate Time-Series Models.ECONOMETRIC TOPICS 2.Nonlinear Least Squares.BAYESIAN ESTIMATION AND INFERENCE.The Bayesian Approach to Estimation and Inference: Some Basic Definitions, Concepts, and Applications.ECONOMIC DATA SOURCES AND THE WRITING TASK.Economic Data Sources, Guidelines for Choosing a Research Project, and the Writing of a Research Report.Statistical Tables.Index.

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