Introductory econometrics : a modern approach / Jeffrey M. Wooldridge.

The Nature of Econometric and Economic Data -- Part 1.Regression Analysis With Cross-Sectional Data -- The Simple Regression -- Multiple Regression Analysis: Estimation -- Multiple Regression Analysis: Inference -- Multiple Regression Analysis: OLS Asymptotics -- Multiple Regression analysis: Further Issues -- Multiple Regression Analysis With Qualitative Information: Binary (or dummy) Variables -- Heteroskedasticity -- More on specification and Data Issues -- Part 2.Regression Analysis With Time Series Data -- Basic Regression Analysis With time Series Data -- Further Issues in Using OLS With Time Series Data -- Serial Correlation and Heteroskedasticity in Time Series Regressions -- Part 3.advanced Topic -- Pooling Cross Sections Across Time: Simple Panel Data Methods -- Advanced Panel Data Methods -- Instrumental Variables Estimation and Two Stage Least Squares -- Simultaneous Equations Models -- Limited Dependent Variable Models and Sample Selection Correction -- Advance Time Series Topic -- Carrying Out an Empirical Project -- Chapter Appendices -- Appendix A basic Mathematical Tools -- Appendix B Fundamentals of Probability -- Appendix C Fundamentals of Mathematical Statistics -- Appendix D summary Of Matrix Algebra -- Appendix E The Linear Regression Model in matrix Form -- Appendix F Answer to Chapter Questions -- Appendix G Statistical Tables.