Introduction to Econometrics

Introduction to Econometrics : International Edition

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Description

Designed for a first course in introductory econometrics, Introduction to Econometrics, reflects modern theory and practice, with interesting applications that motivate and match up with the theory to ensure students grasp the relevance of econometrics. Authors James H. Stock and Mark W. Watson integrate real-world questions and data into the development of the theory, with serious treatment of the substantive findings of the resulting empirical analysis.
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Product details

  • Paperback | 840 pages
  • 189 x 229 x 28mm | 1,088g
  • Pearson
  • United States
  • 2nd edition
  • Illustrations (some col.)
  • 0321442539
  • 9780321442536
  • 550,389

Table of contents

PART ONE: INTRODUCTION AND REVIEW





Chapter 1 Economic Questions and Data

Chapter 2 Review of Probability

Chapter 3 Review of Statistics





PART TWO: FUNDAMENTALS OF REGRESSION ANALYSIS



Chapter 4 Linear Regression with One Regressor

Chapter 5 Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals

Chapter 6 Linear Regression with Multiple Regressors

Chapter 7 Hypothesis Tests and Confidence Intervals in Multiple Regression


Chapter 8 Nonlinear Regression Functions

Chapter 9 Assessing Studies Based on Multiple Regression





PART THREE: FURTHER TOPICS IN REGRESSION ANALYSIS



Chapter 10 Regression with Panel Data

Chapter 11 Regression with a Binary Dependent Variable

Chapter 12 Instrumental Variables Regression

Chapter 13 Experiments and Quasi-Experiments






PART FOUR: REGRESSION ANALYSIS OF ECONOMIC TIME SERIES DATA



Chapter 14 Introduction to Time Series Regression and Forecasting

Chapter 15 Estimation of Dynamic Causal Effects

Chapter 16 Additional Topics in Time Series Regression






PART FIVE: THE ECONOMETRIC THEORY OF REGRESSION ANALYSIS



Chapter 17 The Theory of Linear Regression with One Regressor

Chapter 18 The Theory of Multiple Regression



Appendix: Statistical Tables
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174 ratings
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