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Verbeek:

A Guide to Modern Econometrics, 4th Edition

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Table Of Contents

Chapter 1: Introduction

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Chapter 2: An Introduction to Linear Regression

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Chapter 3: Interpreting and Comparing Regression Models

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Chapter 4: Heteroskedasticity and Autocorrelation

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Chapter 5: Endogenous Regressors, Instrumental Variables and GMM

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Chapter 6: Maximum Likelihood Estimation and Specification Tests

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Chapter 7: Models with Limited Dependent Variables

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Chapter 8: Univariate Time Series Models

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Chapter 9: Multivariate Time Series Models

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Chapter 10: Models Based on Panel Data

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