Econometric models and economic forecasts / Robert S. Pindyck, Daniel L. Rubinfeld.

Preface, xiii -- Introduction, xv -- Part 1. Single-equation regression models, 3 -- 1. Introduction to the regression model, 3 -- 2. Elementary statistics: a review, 19 -- 3. The two- variable regression model, 46 -- 4. The multiple regression model, 73 -- 5. Using the multiple regression model, 101 -- 6. Serial correlation and heteroscedasticity, 126 -- 7. Instrumental variables and model specification, 157 -- 8. Forecasting with a single-equation regression model, 180 -- 9. Single-equation estimation: advanced topics, 203 -- 10. Models of qualitative choice, 248 -- Part 2. Multi-equation simulation models, 287 -- 11. Simultaneous-equation estimation, 287 -- 12. Introduction to simulation models, 331 -- Part 3. Time-series models, 417 -- 14. Smoothing and extrapolation of time series, 417 -- 15. Properties of stochastic time series, 440 -- 16. Linear time-series models, 472 -- 17. Estimating and checking time-series models, 499 -- 18. Forecasting with time-series models, 516 -- 19. Applications of time-series models, 536 -- Statistical tables, 561 -- Solutions to selected problems, 569 -- Indexes, 581.