Gujarati Dramodar. Basic Econometrics

4th edition. — McGraw-Hill, 2004. — xxix + 1003 p. — ISBN 0-07-233542-4.Bible of modern econometrics, used almost in 100% of econometrics courses around the world. Based on explaining OLS and its assumptions, relaxing those assumptions. Teaches how to conduct hypothesis testing and testing the results of findings.
Primary objective of the fourth edition of Basic Econometrics is to provide an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. Clearly readable.
One-semester course for the nonspecialist: Appendix A, Chapters 1 through 9, an overview of Chapters 10, 11, 12 (omitting all the proofs).
One-semester course for economics majors: Appendix A, Chapters 1 through 13.
Two-semester course for economics majors: Appendices A, B, C, Chapters 1 to 22. Chapters 14 and 16 may be covered on an optional basis.
Some of the technical appendices may be omitted.
Graduate and postgraduate students and researchers: This book is a handy reference book on the major themes in econometrics.Single-equation regression models
The Nature of Regression Analysis
Two-Variable Regression Analysis: Some Basic Ideas
Two-Variable Regression Model: The Problem of Estimation
Classical Normal Linear Regression Model (CNLRM)
Two-Variable Regression: Interval Estimation and Hypothesis Testing
Extensions of the Two-Variable Linear Regression Model
Multiple Regression Analysis: The Problem of Estimation
Multiple Regression Analysis: The Problem of Inference
Dummy Variable Regression Models
Relaxing the assumptions of the classical model
Multicollinearity: What Happens if the Regressors Are Correlated
Heteroscedasticity: What Happens if the Error Variance Is Nonconstant?
Autocorrelation: What Happens if the Error Terms Are Correlated
Econometric Modeling: Model Specification and Diagnostic Testing
Topics in econometrics
Nonlinear Regression Models
Qualitative Response Regression Models
Panel Data Regression Models
Dynamic Econometric Models: Autoregressive and Distributed-Lag Models
Simultaneous-equation models
Simultaneous-Equation Models
The Identification Problem
Simultaneous-Equation Methods
Time Series Econometrics: Some Basic Concepts
Time Series Econometrics: Forecasting
Appendix
Selected bibliography