Previous ed.: Upper Saddle River, N.J. : Prentice Hall, 1997. Includes CD-ROM in pocket attached to inside back cover. Includes bibliographical references and index. Ch. 1. Introduction -- Ch. 2. Matrix Algebra -- Ch. 3. Probability and Distribution Theory -- Ch. 4. Statistical Inference -- Ch. 5. Computation and Optimization -- Ch. 6. The Classical Multiple Linear Regression Model: Specification and Estimation -- Ch. 7. Inference and Prediction -- Ch. 8. Functional Form, Nonlinearity, and Specification -- Ch. 9. Large-Sample Results and Alternative Estimators for the Classical Regression Model -- Ch. 10. Nonlinear Regression Models -- Ch. 11. Nonspherical Disturbances, Generalized Regression, and GMM Estimation -- Ch. 12. Heteroscedasticity -- Ch. 13. Autocorrelated Disturbances -- Ch. 14. Models for Panel Data -- Ch. 15. Systems of Regression Equations -- Ch. 16. Simultaneous Equations Models -- Ch. 17. Regressions with Lagged Variables -- Ch. 18. Time-Series Models -- Ch. 19. Models with Discrete Dependent Variables -- Ch. 20. Limited Dependent Variable and Duration Models -- App. A. Data Sets Used in Applications. "Currently the standard source in Economics, Sociology, Political Science, Medical Research, Transport Research, and Environmental Economics, to name just a few, the fourth edition of Econometric Analysis provides a comprehensive survey of econometrics, with significant pedagogical work that will continue to serve as a modern, up-to-date text and reference for future practitioners."--BOOK JACKET.