本书是一部阐述计量经济学基本方法和基本假定的教科书，其中也包括时序、有界相关变量、数据模型、高斯-牛顿回归和回归诊断等前沿课题。各章有帮助理解书中所述内容的理论分析题。

Praface
Table of Contents
Part Ⅰ
1 What is Econometrics?
1.1 Introduction
1.2 A Brief History
1.3 Critiques of Econometrics
1.4 Looking Ahead
Notes
References
2 Basic Statistical Concepts
2.1 Introduction
2.2 Methods of Estimation
2.3 Properties of Estimators
2.4 Hypothesis Testing
2.5 Confidence Intervals
2.6 Descriptive Statistics
Notes
Problems
References
Appendix
3 Simple Linear Regression
3.1 Introduction
3.2 Least Squares Estimation and the Classical Assumptions
3.3 Statistical Properties of Least Squares
3.4 Estimation of
3.5 Maximum Likelihood Estimation
3.6 A Measure of Fit
3.7 Prediction
3.8 Residual Analysis
3.9 Numerical Example
3.10 Empirical Example
Problems
References
Appendix
4 Multiple Regression Anlaysis
5 Violations of the Classical Assumptions
6 Distributed Lags and Dynamic Models
PartⅡ
7 The Genera Model :The Basics
8 Regression Diagnostics and Specification Tests
9 Generalized Least Squares
10 Seemingly Unrelated Regressions
11 Simultaneous Equations Model
12 Pooling Time-Series of Cross-Section Data
13 Limited Depenfdent Variables
14 Time-Series Analysis
Appendix
List of Figures
List of Tables
Index