Preface Acknowledgments Notation and typography 1 Introduction 2 Linear regression models 3 Beyond ordinary least squares 4 Introducing dynamics 5 Multivariate time-series models 6 Testing for nonstationarity 7 Modeling nonstationary variables 8 Forecasting 9 Structural time-series models 10 Nonlinear time-series models 11 Modeling time-varying variance 12 Longitudinal data models 13 Spatial models 14 Discrete dependent variables 15 Fractional integration A Using Stata References Author index Subject index