Oxford University Press - Online Resource Centres

Dougherty: Introduction to Econometrics 4e

Study guide

This study guide was written by Christopher Dougherty for the module "20 Elements of Econometrics" which he teaches at the University of London and is used with kind permission from the university. It may, therefore, contain some specific references to the module which can be ignored by students using the book on other courses.

Click the links below to open the study guide for each chapter. The study guide includes appendices containing advice on exam preparation and practice questions.

Introduction
What is econometrics and why study it? (PDF 731MB)
Review
Random variables, Sampling, and Estimation (PDF 1.4MB)
Chapter 01
Simple regression analysis (PDF 1.4MB)
Chapter 02
Properties of the regression coefficients and hypothesis testing (PDF 1.7MB)
Chapter 03
Multiple regression analysis (PDF 1MB)
Chapter 04
Transformations of variables (PDF 1.8MB)
Chapter 05
Dummy variables (PDF 2MB)
Chapter 06
Specification of regression variables (PDF 2.3MB)
Chapter 07
Heteroscedasticity (PDF 2MB)
Chapter 08
Stochastic regressors and measurement errors (PDF 1.6MB)
Chapter 09
Simultaneous equations estimation (PDF 2.5MB)
Chapter 10
Binary choice and limited dependent models, and maximum likelihood estimation (PDF 2.5MB)
Chapter 11
Models using time series data (PDF 1.8MB)
Chapter 12
Properties of regression models with time series data (PDF 1.4MB)
Chapter 13
Introduction to non-stationary time series (PDF 1.6MB)
Chapter 14
Introduction to panel data models (PDF 1.2MB)
Chapter 15
Regression analysis with linear algebra primer (PDF 15MB - this is a large file and may take a few moments to download)
Appendices
Exam preparation, questions and tables (PDF 1.5MB)