【目录】
Chapter 1 An Overview of Regression Analysir/> 1.1 What Is Econometricr/> 1.1.1 Uses of Econometricr/> 1.1.2 Alternative Econometric Approacher/> 1.2 What Is Regression Analysir/> 1.2.1 Dependent Variables, Independent Variables, and Causality
1.2.2 Single-Equation Linear Modelr/> 1.2.3 The Stochastic Error Term
1.2.4 Extending the Notation
1.3 The Estimated Regression Equation
1.4 A Simple Example of Regression Analysir/> 1.5 Using Regression to Explain Housing Pricer/> Summary
Exerciser/> Appendix
Chapter 2 Ordinary Least Squarer/> 2.1 Estimating Single-Independent-Variable Models with OLS
2.1.1 Why Use Ordinary Least Squarer/> 2.1.2 How Does OLS Work
2.1.3 An Illustration of OLS Estimation
2.2 Estimating Multivariate Regression Models with OLS
2.2.1 The Meaning of Multivariate Regression Coefficientr/> 2.2.2 OLS Estimation of Multivariate Regression Modelr/> 2.2.3 An Example of a Multivariate Regression Model
2.2.4 Total, Explained, and Residual Sums of Squarer/> 2.3 Evaluating the Quality of a Regression Equation
2.4 Describing the Overall Fit of the Estimated Model
2.5 An Example of the Misuse of R
Summary
Exerciser/> Appendix
Chopter 3 Learning to Use Regression Analysir/> 3.1 Steps in Applied Regression Analysir/> 3.2 Using Regression Analysis to Pick Restaurant Locationr/> 3.3 Dummy Variabler/> Summary
Exerciser/> Appendix
Chapter 4 The Classical Model
4.1 The Classical Assumptionr/> 4.2 The Sampling Distribution of β
4.2.1 Properties of the Mean
4.2.2 Properties of the Variance
4.2.3 The Standard Error of β
4.3 The Gauss-Markov Theorem and the Properties of OLS Estimatorr/> 4.4 Standard Econometric Notation
Summary
Exerciser/>Chapter 5 Hypothesis Testing and Statistical Inference
5.1 What Is Hypothesis Testing
5.1.1 Classical Null and Alternative Hypotheser/> 5.1.2 Type I and Type Ⅱ Errorr/> 5.1.3 Decision Rules of Hypothesis Testing
5.2 The t-Ter/> 5.2.1 The t-Statistic
5.2.2 The Critical t-Value and the t-Test Decision rule
5.2.3 Choosing a Level of Significance
5.2.4 p-Valuer/> 5.3 Examples of t-Testr/> ……
Chapter 6 Specification:Choosing the Independent Variabler/>Chapter 7 Specification Choosing a Functional Form
Chapter 8 Multicollinearity
Chapter 9 Serial Correlation
Chapter 10 Heteroskedasticity
Chapter 11 Running Your Own Regression Project
Chapter 12 Time-Series Modelr/>Chapter 13 Dummy Dependent Variable Techniquer/>Chapter 14 Simultaneous Equationr/>Chapter 15 Experimental and Panel Data
Appendix Statistical Tabler/>
1.2.2 Single-Equation Linear Modelr/> 1.2.3 The Stochastic Error Term
1.2.4 Extending the Notation
1.3 The Estimated Regression Equation
1.4 A Simple Example of Regression Analysir/> 1.5 Using Regression to Explain Housing Pricer/> Summary
Exerciser/> Appendix
Chapter 2 Ordinary Least Squarer/> 2.1 Estimating Single-Independent-Variable Models with OLS
2.1.1 Why Use Ordinary Least Squarer/> 2.1.2 How Does OLS Work
2.1.3 An Illustration of OLS Estimation
2.2 Estimating Multivariate Regression Models with OLS
2.2.1 The Meaning of Multivariate Regression Coefficientr/> 2.2.2 OLS Estimation of Multivariate Regression Modelr/> 2.2.3 An Example of a Multivariate Regression Model
2.2.4 Total, Explained, and Residual Sums of Squarer/> 2.3 Evaluating the Quality of a Regression Equation
2.4 Describing the Overall Fit of the Estimated Model
2.5 An Example of the Misuse of R
Summary
Exerciser/> Appendix
Chopter 3 Learning to Use Regression Analysir/> 3.1 Steps in Applied Regression Analysir/> 3.2 Using Regression Analysis to Pick Restaurant Locationr/> 3.3 Dummy Variabler/> Summary
Exerciser/> Appendix
Chapter 4 The Classical Model
4.1 The Classical Assumptionr/> 4.2 The Sampling Distribution of β
4.2.1 Properties of the Mean
4.2.2 Properties of the Variance
4.2.3 The Standard Error of β
4.3 The Gauss-Markov Theorem and the Properties of OLS Estimatorr/> 4.4 Standard Econometric Notation
Summary
Exerciser/>Chapter 5 Hypothesis Testing and Statistical Inference
5.1 What Is Hypothesis Testing
5.1.1 Classical Null and Alternative Hypotheser/> 5.1.2 Type I and Type Ⅱ Errorr/> 5.1.3 Decision Rules of Hypothesis Testing
5.2 The t-Ter/> 5.2.1 The t-Statistic
5.2.2 The Critical t-Value and the t-Test Decision rule
5.2.3 Choosing a Level of Significance
5.2.4 p-Valuer/> 5.3 Examples of t-Testr/> ……
Chapter 6 Specification:Choosing the Independent Variabler/>Chapter 7 Specification Choosing a Functional Form
Chapter 8 Multicollinearity
Chapter 9 Serial Correlation
Chapter 10 Heteroskedasticity
Chapter 11 Running Your Own Regression Project
Chapter 12 Time-Series Modelr/>Chapter 13 Dummy Dependent Variable Techniquer/>Chapter 14 Simultaneous Equationr/>Chapter 15 Experimental and Panel Data
Appendix Statistical Tabler/>
