Includes bibliographical references (p. 902-903) and indexes.

Introduction -- Nature of regression analysis -- Two-variable regression analysis : some basic ideas -- Two-variable regression model : the problem of estimation -- Classical normal linear regression model -- 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 -- 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 -- Nonlinear regression models -- Qualitative response regression models -- Panel data regression models -- Dynamic econometric models : autoregressive and distributed-lag models -- Simultaneous-equation models -- Identification problem -- Simultaneous-equation methods -- Time series econometrics : some basic concepts -- Time series econometrics : forecasting.