Contents

pp v-x

Foreword by David Hendry

pp xi-xiv

Preface

pp xv-xix

Acknowledgements

pp xx-xx

List of symbols and abbreviations

pp xxi-xxiv

Part I - Introduction

pp 1-2

1 - Econometric modelling, a preliminary view

pp 3-22

2 - Descriptive study of data

pp 23-30

Part II - Probability theory

pp 31-32

3 - Probability

pp 33-46

4 - Random variables and probability distributions

pp 47-77

5 - Random vectors and their distributions

pp 78-95

6 - Functions of random variables

pp 96-115

7 - The general notion of expectation

pp 116-129

8* - Stochastic processes

pp 130-164

9 - Limit theorems

pp 165-182

10* - Introduction to asymptotic theory

pp 183-210

Part III - Statistical inference

pp 211-212

11 - The nature of statistical inference

pp 213-230

12 - Estimation I – properties of estimators

pp 231-251

13 - Estimation II – methods

pp 252-284

14 - Hypothesis testing and confidence regions

pp 285-311

15* - The multivariate normal distribution

pp 312-325

16* - Asymptotic test procedures

pp 326-336

Part IV - The linear regression and related statistical models

pp 337-338

17 - Statistical models in econometrics

pp 339-356

18 - The Gauss linear model

pp 357-368

19 - The linear regression model I – specification, estimation and testing

pp 369-411

20 - The linear regression model II – departures from the assumptions underlying the statistical GM

pp 412-442