1. The Nature of Econometrics and Economic Data

PART I: REGRESSION ANALYSIS WITH CROSS SECTION DATA 
2. The Simple Regression Model 
3. Multiple Regression Analysis: Estimation 
4. Multiple Regression Analysis: Inference 
5. Multiple Regression Analysis: OLS Asymptotics 
6. Multiple Regression Analysis: Further Issues 
7. Multiple Regression Analysis with Qualitative Information: Binary (or Dummy) Variables 
8. Heteroskedasticity 
9. More on Specification and Data Problems

PART II: REGRESSION ANALYSIS WITH TIME SERIES DATA 
10. Basic Regression Analysis with Time Series Data 
11. Further Issues in Using OLS with Time Series Data 
12. Serial Correlation and Heteroskedasticity in Time Series Regressions

PART III: ADVANCED TOPICS 
13. Polling Cross Sections Across Time: Simple Panel Data Methods 
14. Advanced Panel Data Methods 
15. Instrumental Variables Estimation and Two State Least Squares 
16. Introduction to Simultaneous Equations Models 
17. Limited Dependent Variable Models and Sample Selection Corrections 
18. Advanced Time Series Topics 
19. Carrying Out an Empirical Project