Chapter 4  Statistical Inference 
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Test Procedures

Chapter 5  Computation and Optimization 
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Example 5.10  Maximizing a
function of a single variable.

Chapter 6  The Classical Multiple Linear Regression Model 
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Examples 6.3 & 6.15  Demand for Gasoline

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Examples 6.8, 6.12, 6.14, 6.17, 6.18  Investment Equation

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Example 6.11  Consumption Function

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Example 6.19  Multicollinearity

Chapter 7  Inference and Prediction 
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Examples 7.1, 7.2, 7.3, 7.4, 7.17, 7.18 
Hypothesis Testing and Prediction 
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Examples 7.5, 7.6, 7.7  More Hypothesis Testing

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Chow test for structural change,
Hansen test of model stability, CUSUM and CUSUMSQ tests based on
recursive residuals. 
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Examples 7.14, 7.15  Testing Nonlinear
Restrictions and Choosing between Nonnested Models

Chapter 8  Functional Form, Nonlinearity 
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Example 8.1  Dummy Variables in Regression

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Example 8.2  Analysis of Variance

Chapter 9  Large Sample Results 
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Example 9.2  Estimating an Elasticity

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Example 9.8  Estimation of the
Stochastic Frontier Model. 
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Example 9.10  Least Absolute Error
estimation.
Calculation of bootstrap standard errors is also shown.

Chapter 10  Nonlinear Regression Models 
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Examples 10.9, 10.11  Testing for Linearity vs.
Loglinearity, BoxCox Regression 
Chapter 12  Heteroskedasticity 
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Examples 12.1, 12.4, 12.7, 12.9  Heteroskedasticity

Chapter 13  Autocorrelated Disturbances 
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Examples 13.1, 13.3, 13.4  Autocorrelation
Consistent Covariance Estimation and the DurbinWatson test statistic

Chapter 14  Models for Panel Data 
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Examples 14.1, 14.2  Fixed Effects estimation by transforming
data to group mean deviation form. 
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Example 14.2  Fixed Effects with Dummy Variables

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Examples 14.4, 14.5  Random Effects Models and
Hausman's Test for fixed or random effects.

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Example 14.6  Heteroskedasticity Consistent Estimation of
Standard Errors for Fixed Effects Models. 
Chapter 15  Systems of Regression Equations 
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Pooling with CrossSection
Heteroskedasticity and CrossSection Correlation.

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Example 15.5  Pooling with AR(1)
errors 
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The Seemingly Unrelated
Regression Model. 
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Example 15.15  Autocorrelation in the SUR Model

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Example 15.18  A Translog Cost Function

Chapter 19  Models with Discrete Dependent Variables 
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Examples 19.1, 19.2, 19.4  Logit and Probit
Estimation 
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Example 19.7  Probit model with
heteroskedasticity. 
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Example 19.22  Poisson Regression

Chapter 20  Limited Dependent Variable and Duration Models 
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Example 20.12  Tobit Estimation;
Marginal Effects for Tobit; Test for Normality; Specification test 
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Doubly Censored (TwoLimit) Tobit

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Regression Models for Count Data  Poisson
Regression and Negative Binomial Regression
