Gujarati D. Econometrics by Example

2nd ed. — Palgrave Macmillan, 2012. — 385 p.The linear regression model: an overview
Functional forms of regression models
Qualitative explanatory variables regression models
Regression diagnostic I: multicollinearity
Regression diagnostic II: heteroscedasticity
Regression diagnostic HI: autocorrelation
Regression diagnostic IV: model specification errors
The logit and probit models
Multinomial regression models
Ordinal regression models
Limited dependent variable regression models
Modeling count data: the Poisson and negative binomial regression models
Stationary and nonstationary time series
Cointegration and error correction models
Asset price volatility: the ARCH and GARCH models
Economic forecasting
Panel data regression models
Survival analysis
Stochastic regressors and the method of instrumental variables
Data sets used in the text
Statistical appendix