Econometrics: An Applied Approach

This site is designed to assist users of Econometrics: An Applied Approach and others who are interested in finding econometric resources on the internet. This page will be in better shape when the text is ready for release. If you have any suggestions for improvements (or relevant links), please contact John Kane by email at:

Resources for:

  1. Introduction
  2. Statistical Foundations
  3. Estimators and Distributions
  4. Bivariate Regression Model
  5. Hypothesis Testing
  6. Multiple Regression Model
  7. Hypothesis Testing in the Multiple Regression Model
  8. Functional Form I: Linearity
  9. Functional Form II: Further topics
  10. Specification and Measurement Error
  11. Multicollinearity
  12. Autocorrelation
  13. Heteroskedasticity
  14. Limited Dependent Variables
  15. Systems of Equations
  16. Distributed lag models
  17. Random walks, unit roots, and cointegration
  18. ARIMA Models
John Kane -
Department of Economics, SUNY-Oswego, Oswego, NY 13126