• Uses non-technical language helping students to understand this subject.
• Taking a modern approach to econometrics this text coves cross sectional data followed by time series data.
• Comprehensive Online Resource Centre with links to up-to-date author data sets and extensive author and student resources. Instructors manual, solutions to exercises in the text, exam questions, and a student guide.

New to this edition

• New chapter on Panel data.
• New material on alternative test approaches, Wald, Likelihood ratio.
• Updating of the demand functions time series data set from 1994 to 2002.
• More UK/European examples/data sets.
• Additional theoretical end of chapter exercises.

Readership: Second or third year economics students doing the core course on Econometrics.

Christopher Dougherty, Senior Lecturer Economics Department, London School of Economics

1: Review: random variables, sampling, and estimation
2: Simple regression analysis
3: Properties of regression coefficients and hypothesis testing
4: Multiple regression analysis
5: Transformation of variables
6: Dummy variables
7: Specification regression variables: a preliinary skirmish
8: Heteroscedasticity
9: Stochastic regressors and measurement errors
10: Simultaneous Equations Estimation
11: Binary Choice Models and Maximum Likelihood Estimation
12: Models Using Time Series Data
13: Properties of Regression Models with Time Series Data
14: Introduction to Nonstationary Time Series
15: Introduction to Panel Data Models