Tables of Contents Chapter 1 Introduction to Econometrics 1.1 Introduction 1.2 Quantitative Features of Modern Economics 1.3 Mathematical Modeling 1.4 Empirical Validation 1.5 Illustrative Examples 1.6 Limitations of Econometric Analysis 1.7 Conclusion Chapter 2 General Regression Analysis 2.1 Conditional Probability Distribution 2.2 Regression Analysis 2.3 Linear Regression Modeling 2.4 Correct Model Specification for Conditional Mean 2.5 Conclusion Chapter 3 Classical Linear Regression Models 3.1 Framework and Assumptions 3.2 OLS Estimation 3.3 Goodness of Fit and Model Selection Criteria 3.4 Consistency and Efficiency of OLS 3.5 Sampling Distribution of OLS 3.6 Variance Matrix Estimator for OLS 3.7 Hypothesis Testing 3.8 Applications 3.9 Generalized Least Squares (GLS)Estimation 3.10 Conclusion Chapter 4 Linear Regression Models with I.I.D.Observations 4.1 Introduction to Asymptotic Theory 4.2 Framework and Assumptions 4.3 Consistency of OLS 4.4 Asymptotic Normality of OLS 4.5 Asymptotic Variance Estimator for OLS 4.6 Hypothesis Testing 4Tables of Contents Chapter 1 Introduction to Econometrics 1.1 Introduction 1.2 Quantitative Features of Modern Economics 1.3 Mathematical Modeling 1.4 Empirical Validation 1.5 Illustrative Examples 1.6 Limitations of Econometric Analysis 1.7 Conclusion Chapter 2 General Regression Analysis 2.1 Conditional Probability Distribution 2.2 Regression Analysis 2.3 Linear Regression Modeling 2.4 Correct Model SpeciÖcation for Conditional Mean 2.5 Conclusion Chapter 3 Classical Linear Regression Models 3.1 Framework and Assumptions 3.2 OLS Estimation 3.3 Goodness of Fit and Model Selection Criteria 3.4 Consistency and E¢ ciency of OLS 3.5 Sampling Distribution of OLS 3.6 Variance Matrix Estimator for OLS 3.7 Hypothesis Testing 3.8 Applications 3.9 Generalized Least Squares (GLS) Estimation 3.10 Conclusion Chapter 4 Linear Regression Models with I.I.D. Observations 4.1 Introduction to Asymptotic Theory 4.2 Framework and Assumptions 4.3 Consistency of OLS 4.4 Asymptotic Normality of OLS 4.5 Asymptotic Variance Estimator for OLS 4.6 Hypothesis Testing 4