- Also covered using Stata here and using R here.
Part I.
Regression Analysis with Cross-Sectional Data
- Chapter 2. The Simple Regression Model
- Chapter 3. Multiple Regression Analysis
- Chapter 4. Multiple Regression Analysis: Inference
- Chapter 5. Multiple Regression Analysis: OLS Asymptotics
- Chapter 6. Multiple Regression Analysis: Further Analysis.
- Chapter 7. Multiple Regression Analysis with Qualitative Information
- Chapter 8. Heteroskedasticity
- Chapter 9. More on Specification and Data Issues
Part II
Regression Analysis with Time Series Data
- Chapter 10. Basic Regression Analysis with Time Series Data
- Chapter 11. Further Issues in Using OLS with Time Series Data
- Chapter 12. Serial Correlation and Heteroskedasticity in Time Series Regressions
Part III
Advanced Topics
- Chapter 13. Pooling Cross Sections across Time: Simple Panel Data Methods
- chapter 14 Advanced Panel Data Methods
- chapter 15 Instrumental Variables Estimation and Two Stage Least Squares
- chapter 16 Simultaneous Equations Models
- chapter 17 Limited Dependent Variable Models and Sample Selection Corrections
- chapter 18 Advanced Time Series Topics
- chapter 19 Carrying Out an Empirical Project
Computer Exercises - Part I.
Regression Analysis with Cross-Sectional Data
- Chapter 1. The Nature of Econometrics and Economic Data
- Chapter 2. The Simple Regression Model
- Chapter 3. Multiple Regression Analysis