Introduction to Econometrics / Edition 3

Introduction to Econometrics / Edition 3

4.0 1
by James H Stock, Mark W. Watson
     
 

An approach to modern econometrics theory and practice through engaging applications.

Grasp the relevance of econometrics with Introduction to Econometrics–the text that connects modern theory and practice with engaging applications.

The third edition builds on the philosophy that applications should drive the theory, not the other way around, while

See more details below

Overview

An approach to modern econometrics theory and practice through engaging applications.

Grasp the relevance of econometrics with Introduction to Econometrics–the text that connects modern theory and practice with engaging applications.

The third edition builds on the philosophy that applications should drive the theory, not the other way around, while maintaining a focus on currency.

Product Details

ISBN-13:
9780138009007
Publisher:
Prentice Hall
Publication date:
12/17/2010
Pages:
840
Sales rank:
348,753
Product dimensions:
7.60(w) x 9.20(h) x 1.40(d)

Table of Contents


Part I. Introduction and Review

Chapter 1. Economic Questions and Data
Chapter 2. Review of Probability
Chapter 3. Review of Statistics
Part II. 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 III. 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 IV. 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 V. The Econometric Theory of Regression Analysis
Chapter 17. The Theory of Linear Regression with One Regressor
Chapter 18. The Theory of Multiple Regression

Read More

Customer Reviews

Average Review:

Write a Review

and post it to your social network

     

Most Helpful Customer Reviews

See all customer reviews >