Econometrics is the branch of economics concerned with the use of mathematics to describe, model, prove, and predict economic theory and systems.
This book can be considered to be three parts.
- Chapters 1-4
- An introduction and mathematical base needed to perform basic and more advanced econometrics.
- Chapters 5, 6
- The basics of bivariate and multivariate regression analysis.
- Chapters 7-16
- Applications of basic econometrics and advanced topics.
- Introduction to Econometric Theory
- Important Terms and Concepts of Regression Analysis
- Statistical Concepts
- Matrix Algebra
- Classical Normal Linear Regression Model (CNLRM)
- Multiple Regression Analysis
- Dummy Variables
- Serial Correlation - Autocorrelation
- Simultaneous-Equation Models
- Time-Series Analysis
- Model Specification and Diagnostic Testing
- Problems with Residuals: Robust Regression
- Microeconometrics: Qualitative Dependent Variable Models
- Study Aides and Equations
Ramanathan, Ramu. "Introductory Econometrics with Applications." South-western Thomson Learning, 2002.
- Gretl Gnu Regression, Econometrics and Time Series Library (open source and free software for econometric calculus)