Introduction to Econometrics

Name: Introduction to Econometrics
Price: 6.41 USD
Availability: InStock
ISBN: 9780201715958

ISBN-10: 0201715953

ISBN-13: 9780201715958

Edition: 2003

Authors: James H. Stock, Mark W. Watson

List price: $138.67

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Description:

To make econometrics relevant in an introductory course, interesting applications must motivate the theory and the theory must match the applications. This text aims to motivate the need for tools with concrete applications, providing simple assumptions that match the application.

Book details

List price: $138.67
Copyright year: 2003
Publisher: Addison-Wesley Longman, Incorporated
Publication date: 8/16/2002
Binding: Hardcover
Pages: 696
Size: 7.50" wide x 9.50" long x 1.25" tall
Weight: 2.838
Language: English




Introduction and Review



Economic Questions and Data



Review of Probability



Review of Statistics



Fundamentals of Regression Analysis



Linear Regression with One Regressor



Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals



Linear Regression with Multiple Regressors



Hypothesis Tests and Confidence Intervals in Multiple Regression



Nonlinear Regression Functions



Assessing Studies Based on Multiple Regression



Further Topics in Regression Analysis



Regression with Panel Data



Regression with a Binary Dependent Variable



Instrumental Variables Regression



Experiments and Quasi-Experiments



Regression Analysis of Economic Time Series Data



Introduction to Time Series Regression and Forecasting



Estimation of Dynamic Causal Effects



Additional Topics in Time Series Regression



The Econometric Theory of Regression Analysis



The Theory of Linear Regression with One Regressor



The Theory of Multiple Regression


Appendix: Statistical Tables