Part I The Linear Regression Model:
Chapter 1 Econometrics -
Chapter 2 The Linear Regression Model -
Chapter 3 Least Squares Regression -
Chapter 4 Estimating the Regression Model by Least Squares -
Chapter 5 Hypothesis Tests and Model Selection -
Chapter 6 Functional Form, Difference in Differences, and Structural Change -
Chapter 7 Nonlinear, Semiparametric, and Nonparametric Regression Models -
Chapter 8 Endogeneity and Instrumental Variable Estimation -
Part II Generalized Regression Model and Equation Systems:
Chapter 9 The Generalized Regression Model and Heteroscedasticity -
Chapter 10 Systems of Regression Equations -
Chapter 11 Models for Panel Data -
Part III Estimation Methodology:
Chapter 12 Estimation Frameworks in Econometrics -
Chapter 13 Minimum Distance Estimation and the Generalized Method of Moments -
Chapter 14 Maximum Likelihood Estimation -
Chapter 15 Simulation-Based Estimation and Inference and Random Parameter Models -
Chapter 16 Bayesian Estimation and Inference -
Part IV Cross Sections, Panel Data, and Microeconometrics:
Chapter 17 Binary Outcomes and Discrete Choices -
Chapter 18 Multinomial Choices and Event Counts -
Chapter 19 Limited Dependent Variables—Truncation, Censoring, and Sample Selection -
Part V Time Series and Macroeconometrics:
Chapter 20 Serial Correlation -
Chapter 21 Nonstationary Data.

Designed to bridge the gap between social science studies and field-econometrics, Econometric Analysis, 8th Edition presents this ever-growing area at an accessible graduate level. The book first introduces students to basic techniques, a rich variety of models, and underlying theory that is easy to put into practice. It then presents students with a su cient theoretical background to understand advanced techniques and to recognize new variants of established models. This focus, along with hundreds of worked numerical examples, ensures that students can apply the theory to real-world application and are prepared to be successful economists in the eld.