1. Introduction -- 2. Criteria for Estimators -- 3. The Classical Linear Regression Model -- 4. Interval Estimation and Hypothesis Testing -- 5. Specification -- 6. Violating Assumption One: Wrong Regressors, Nonlinearities, and Parameter Inconstancy -- 7. Violating Assumption Two: Nonzero Expected Disturbance -- 8. Violating Assumption Three: Nonspherical Disturbances -- 9. Violating Assumption Four: Instrumental Variable Estimation -- 10. Violating Assumption Four: Measurement Errors and Autoregression -- 11. Violating Assumption Four: Simultaneous Equations -- 12. Violating Assumption Five: Multicollinearity -- 13. Incorporating Extraneous Information -- 14. The Bayesian Approach -- 15. Dummy Variables -- 16. Qualitative Dependent Variables -- 17. Limited Dependent Variables -- 18. Panel Data -- 19. Time Series Econometrics -- 20. Forecasting -- 21. Robust Estimation -- 22. Applied Econometrics -- 23. Computational Considerations.

App. A. Sampling Distributions, The Foundation of Statistics -- App. B. All About Variance -- App. C. A Primer on Asymptotics -- App. D. Exercises -- App. E. Answers to Even-Numbered Questions.