Principles of Econometrics

Introduction

Mathematical Tools: Matrix Algebra

Statistical Tools: Inference and Distribution Theory

Least Squares and the Standard Linear Model

Partial and Multiple Correlation

The Statistical Analysis of Disturbances

Generalized Least Squares and Linear Constraints

The combination of Several Linear Relations

Asymptotic Distribution Theory

An Informal Introduction to Simultaneous-equation Models

Statistical Inference in Simultaneous-equation Models

Specification and Aggregation Analysis

Frontiers of Econometrics