计量经济学导论的图书目录

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Chapter 1 The Nature of EconometriCS and Economic Data
1.1 What Is Econometrics?
1.2 Steps in Empirical Economic Analysis
1.3 The Structure of Economic Data
Cross—Sectional Data
Time SeriesData
Pooled Cross Sections
Panel or LongitudinoZ Data
A Comment on Data Structures
1.4 Causality and the Notion of CetefiS Paribus in Econometric
Analysis
Summary
Key TelTIIS
Chapter 2 The Simple Regression Model
2.1 Definition of the Simple Regression Model
2.2 Deriving the Ordinary Least Squares Estimates
A Note on Terminology
2.3 Mechanics Of oLS
Fitted Values and Resials
Algebraic Properties of oLS Statistics
Goodness—of-Fit 4O
2.4 Units Of Measurement and Functional Form
The Effects ofChanging Units ofMeasurement on oLs
Statistics
Incorporating Nonlinearities in Simple Regression
The Meaning of“Linear”Regression
2.5 Expected Values and Vances of the OLS Estimators
Unbiasedness of oLS
Variances ofthe OLs Estimators
Estimating the Error VaHance
2.6 Regression Through the Origin
Summary
Key Terms
Problems
Computer Exercises
Appendix 2A
Chapter 3 Multiple Regression Analysis：Estimation
3.1 Motivation for Multiple Regression
e Modef wmO Independent Variables
TheModelwfth kIndependent Variables
3.2 Mechanics and Interpretation of Ordinary Least Squares
Obtaining the oLs Estimates
Interpreting the oLS Regression Equation
On the Meaning of“Holding Other Factors Fixed”in MultipleRegression
Changing More than One Independent Variable Simultaneously
oLs Fitted Values and Resials
A“Partialling Out”Interpretation ofMultiple Regression
Comparison ofSimple and Multiple Regression Estimates
Goodness—of-Fit
Regression Through the Origin
3.3 The Expected Value of the OLS Estimators
Including Irrelevant Variables in a Regression Model
Omitted Variable BiaJ?The Simple Case
Omitted Variable Bins：More General Cases
3.4 The VAlriance of the OLS Estimators
The Components of the OLS[riances：Multicollinearity
Variances fn Misspecified Mols
Estimating G2：Standard Errors ofthe oLs Estimators
3.5 Efficiency of OLS：The Gauss.Markov Theorem
Summary
KeyTerms
Problems
Computer Exercises
Appendix 3A
Chapter 4 Multiple Regression Analysis：Inference
4.1 Sampling Distributions of the OLS Estimators
4.2 Testing Hypotheses About a Single Population Parameter：The t Test
Testing Against One.Sided Alternatives
TwO.Sided Alternatives
Testing Other Hypotheses About，ComputingP—Valuesfort Tests
A Reminder on the Language of Classical Hypothesis Testing
Economic，or Practical,versus Statistical Sign~ficance
4.3 Confidence Intervals
4.4 Testing Hypotheses About a Single Linear Combination of theParameters
4.5 Testing Multiple Linear Restrictions：The F Test
Chapter 5 Multiple Regression Analysis：OLS Asymptotics
Chapter 6 Muttipte Regression Analysis：Further Issues
Chapter 7 Multipie Regression Analysis with Qualitative Information：
Chapter 8 Heteroskedastieity
Chapter 9 More O11 Speification and Data ProblemS
Chapter 10 Basic Regression Analysis with Time Series Data
Chapter 1l Further Issues in Using OLS with Time Series Data
Chapter 12 Seriat Correlation and Heteroskedasticity in TimeComputer Exercises
Appendix A Answers to Chapter Questions
Appendix B Statistical Tables
Glossary