Introduction to Econometrics / Edition 3

by James H. Stock, Mark W. Watson

Overview

For courses in introductory econometrics.

This package includes MyLab Economics.

Engaging applications bring the theory and practice of modern econometrics to life

Ensure students grasp the relevance of econometrics with Introduction to Econometrics — the text that connects modern theory and practice with motivating, engaging applications. The 4th Edition maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around. The text incorporates real-world questions and data, and methods that are immediately relevant to the applications. With very large data sets increasingly being used in economics and related fields, a new chapter dedicated to Big Data helps students learn about this growing and exciting area. This coverage and approach make the subject come alive for students and helps them to become sophisticated consumers of econometrics.

Also available with MyLab Economics

By combining trusted author content with digital tools and a flexible platform, MyLab™ personalizes the learning experience and improves results for each student.

Note: You are purchasing a standalone product; MyLab Economics does not come packaged with this content. Students, if interested in purchasing this title with MyLab Economics, ask your instructor to confirm the correct package ISBN and Course ID. Instructors, contact your Pearson representative for more information.

If you would like to purchase both the physical text and MyLab Economics, search for:

0134610989 / 9780134610986 Introduction to Econometrics Plus MyLab Economics with Pearson eText — Access Card Package, 4/e

Package consists of:

• 0134461991 / 9780134461991 Introduction to Econometrics
• 0134543939 / 9780134543932 MyLab Economics with Pearson eText — Access Card — for Introduction to Econometrics

Product Details

ISBN-13:	9780138009007
Publisher:	Prentice Hall
Publication date:	12/17/2010
Pages:	840
Product dimensions:	7.60(w) x 9.20(h) x 1.40(d)

Table of Contents

PART I: INTRODUCTION AND REVIEW

1. Economic Questions and Data

2. Review of Probability

3. Review of Statistics

PART II: FUNDAMENTALS OF REGRESSION ANALYSIS

4. Linear Regression with One Regressor

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

6. Linear Regression with Multiple Regressors

7. Hypothesis Tests and Confidence Intervals in Multiple Regression

8. Nonlinear Regression Functions

9. Assessing Studies Based on Multiple Regression

PART III: FURTHER TOPICS IN REGRESSION ANALYSIS

10. Regression with Panel Data

11. Regression with a Binary Dependent Variable

12. Instrumental Variables Regression

13. Experiments and Quasi-Experiments

14. Prediction with Many Regressors and Big Data

PART IV: REGRESSION ANALYSIS OF ECONOMIC TIME SERIES DATA

15. Introduction to Time Series Regression and Forecasting

16. Estimation of Dynamic Causal Effects

17. Additional Topics in Time Series Regression

PART V: THE ECONOMIC THEORY OF REGRESSION ANALYSIS

18. The Theory of Linear Regression with One Regressor

19. The Theory of Multiple Regression