Fundamentals of applied econometrics / Richard A. Ashley.

Includes index.

Part I. Introduction and Statistics Review
Chapter 1. Introduction
Chapter 2. A Review of Probability Theory
Chapter 3. Estimating the Mean of a Normally Distributed Random Variable
Chapter 4. Statistical Inference on the Mean of a Normally Distributed Random Variable

Part II. Regression Analysis
Chapter 5. The Bivariate Regression Model: Introduction, Assumptions, and Parameter Estimates
Chapter 6. The Bivariate Linear Regression Model: Sampling Distributions and Estimator Properties
Chapter 7. The Bivariate Linear Regression Model: Inference on ss
Chapter 8. The Bivariate Regression Model: R2 and Prediction Chapter 9. The Multiple Regression Model
Chapter 10. Diagnostically Checking and Respecifying the Multiple Regression Model: Dealing with Potential Outliers and Heteroscedasticity in the Cross-Sectional Data Case
Chapter 11. Stochastic Regressors and Endogeneity
Chapter 12. Instrumental Variables Estimation
Chapter 13. Diagnostically Checking and Respecifying the Multiple Regression Model: The Time-Series Data Case (Part A) Chapter 14. Diagnostically Checking and Respecifying the Multiple Regression Model: The Time-Series Data Case (Part B)

Part III. Additional Topics in Regression Analysis
Chapter 15. Regression Modeling with Panel Data (Part A)
Chapter 16. Regression Modeling with Panel Data (Part B) Chapter 17. A Concise Introduction to Time-Series Analysis and Forecasting (Part A)
Chapter 18. A Concise Introduction to Time-Series Analysis and Forecasting (Part B)
Chapter 19. Parameter Estimation Beyond Curve-Fitting: MLE (With an Application to Binary-Choice Models) and GMM (With an Application to IV Regression)
Chapter 20. Concluding Comments
Mathematics Review
Index.

Fundamentals of Applied Econometrics is designed for an applied, undergraduate econometrics course providing students with an understanding of the most fundamental econometric ideas and tools. The texts serves both the student whose interest is in understanding how one can use sample data to illuminate economic theory and the student who wants and needs a solid intellectual foundation on which to build practical experiential expertise. Starting with a unique Statistics review to start the book, students will learn by doing. Ashley provides students with integrated, hands-on exercises, and the text is supplemented with Active Learning Exercises.