Introduction to Econometrics / Edition 1

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Overview

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

  • ISBN-13: 9780201715958
  • Publisher: Pearson
  • Publication date: 8/16/2002
  • Edition description: Older Edition
  • Edition number: 1
  • Pages: 696
  • Product dimensions: 7.38 (w) x 9.00 (h) x 1.24 (d)

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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Sort by: Showing 1 Customer Review
  • Posted May 24, 2010

    It is what it is

    It is an introduction to econometrics. The book presented the material in a comprehensive and logical way. Good place to start with the material.

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