What s Different about Thi' Book xiii Working with Data in the "Active Learning Exercises" xxii Acknowledgments xxiii Notation xxiv Part I. Introduction and Statistics Review 1 Chapter 1. Introduction 3 Chapter 2. A Review of Probability Theory 11 Chapter 3. Estimating the Mean of a Normally Distributed Random Variable 46 Chapter 4. Statistical Inference on the Mean of a Normally Distributed Random Variable 68 Part II. Regression Analysis 97 Chapter 5. The Bivariate Regression Model: Introduction, Assumptions, and Parameter Estimates 99 Chapter 6. The Bivariate Linear Regression Model: Sampling Distributions and Estimator Properties 131 Chapter 7. The Bivariate Linear Regression Model: Inference on 150 Chapter 8. The Bivariate Regression Model: R2 and Prediction 178 Chapter 9. The Multiple Regression Model 191 Chapter 10. Diagnostically Checking and Respecifying the Multiple Regression Model: Dealing with Potential Outliers and Heteroscedasticity in the Cross-Sectional Data Case 224 Chapter 11. Stochastic Regressors and Endogeneity 259 Chapter 12. Instrumental Variables Estimation 303 Chapter 13. Diagnostically Checking and Respecifying the Multiple Regression Model: The Time-Series Data Case (Part A) 342 Chapter 14. Diagnostically Checking and Respecifying the Multiple Regression Model: The Time-Series Data Case (Part B) 389 Part III. Additional Topics in Regression Analysis 455 Chapter 15. Regression Modeling with Panel Data (Part A) 459 Chapter 16. Regression Modeling with Panel Data (Part B) 507 Chapter 17. A Concise Introduction to Time-Series Analysis and Forecasting (Part A) 536 Chapter 18. A Concise Introduction to Time-Series Analysis and Forecasting (Part B) 595 Chapter 19. Parameter Estimation Beyond Curve-Fitting: MLE (With an Application to Binary-Choice Models) and GMM (With an Application to IV Regression) 647 Chapter 20. Concluding Comments 681 Mathematics Review 693 Index 699