Study guide

Introduction: What is econometrics and why study it? (PDF 51kB)
Review: Random variables and sampling theory (PDF 111kB)
Chapter 01: Variance, covariance and correlation (PDF 178kB)
Chapter 02: Simple regression analysis (PDF 176kB)
Chapter 03: Properties of the regression coefficients and hypothesis testing (PDF 141kB)
Chapter 04: Multiple regression analysis (PDF 198kB)
Chapter 05: Transformations of variables (PDF 303kB)
Chapter 06: Dummy variables (PDF 281kB)
Chapter 07: Specification of regression variables: A preliminary skirmish (PDF 192kB)
Chapter 08: Heteroscedasticity (PDF 183kB)
Chapter 09: Stochastic regressors and measurement errors (PDF 304kB)
Chapter 10: Simultaneous equations estimation (PDF 334kB)
Chapter 11: Binary choice and limited dependent models, and maximum likelihood estimation (PDF 206kB)
Chapter 12: Models using time series data (PDF 233kB)
Chapter 13: Autocorrelation (PDF 129kB)
Chapter 14: Introduction to non-stationary time series (PDF 70kB)

Oxford University Press, Online Resource Centre, Study guide.