Econometrics textbook

Single regression

Multiple regression

Context

How it is related to what economic model stand for

How to estimate

Problems and solution

Autocorrelation

Effects

Diagnosis

Solutions

Techniques

Heteroskedasticity

Effects

Diagnosis

Solutions

Techniques

Assumptions

Data generation assumptions

Specification of the model

Other assumptions

Normality

Independence

Zero mean

Constant variance of the disturbance term

Qualitative variables

Subtopic

Simultaneous equations

Time series

Qualitative variables of the regression model