The Theory and Practice of Econometrics

Chapter 1. Introduction -- Part 1. Sampling Theory and Bayesian Approaches to Inference -- Chapter 2. The Classical Inference Approach for the General Linear Model -- Chapter 3. Statistical Decision Theory and Biased Estimation -- Chapter 4. The Bayesian Approach to Inference -- -- Part 2. Inference in General Statistical Models and Time Series -- Chapter 5. Some Asymptotic Theory and Other General Results for the Linear Statistical Model -- Chapter 6. Nonlinear Statistical Models -- Chapter 7. Time Series -- -- Part 3. Dynamic Specifications -- Chapter 8. Autocorrelation -- Chapter 9. Finite Distributed Lags -- Chapter 10. Infinite Distributed Lags -- -- Part 4. Some Alternative Covariance Structures -- Chapter 11. Heteroscedasticity -- Chapter 12. Disturbance-related Sets of Regression Equations -- Chapter 13. Inference in Models That Combine Time Series and Cross-sectional Data -- -- Part 5. Inference in Simultaneous Equation Models -- Chapter 14. Specification and Identification in Simultaneous Equation Models -- Chapter 15. Estimation and Inference in a System of Simultaneous Equations -- Chapter 16. Multiple Time Series and Systems of Dynamic Simultaneous Equations -- -- Part 6. Further Model Extensions -- Chapter 17. Unobservable Variables -- Chapter 18. Qualitative and Limited Dependent Variable Models -- Chapter 19. Varying and Random Coefficient Models -- Chapter 20. Nonnormal Disturbances -- Chapter 21. On Selecting the Set of Regressors -- Chapter 22. Multicollinearity -- -- Appendixes -- Author Index -- Subject Index -- Chapter 14. --