Preface to second edition.
Preface to first edition.
Chapter 1 Introduction.
Chapter 2 Basic Data Handling.
Chapter 3 Correlation.
Chapter 4 An Introduction to Simple Regression.
Chapter 5 Statistical Aspects of Regression.
Chapter 6 Multiple Regression.
Chapter 7 Regression with Dummy Variables.
Chapter 8 Regression with Time Lags: Distributed Lag Models.
Chapter 9 Univariate Time Series Analysis.
Chapter 10 Regression with Time Series Variables.
Chapter 11 Applications of Time Series Methods in Macroeconomics and Finance.
Chapter 12 Limitations and Extensions.
- More empirical examples, including more empirical project topics
- New material on financial volatility, including ARCH and GARCH models, making the book suitable for business and finance courses too
- Extensive use of real data examples that involve readers in hands-on computer work
- A clear departure from traditional econometric textbooks, relying less on mathematics and more on verbal intuition and graphical methods for understanding.
- Covers most of the tools and models used in modern econometrics research e.g. correlation, regression and extensions for time-series methods.
- Contains extensive use of real data examples and involves readers in hands-on computer work.