Introduction to Econometrics

by Stock, James H.; Watson, Mark W.

• ISBN13: 9780201715958
• ISBN10: 0201715953
• Edition: 2nd
• Format: Hardcover
• Copyright: 2007-01-01
• Publisher: Addison Wesley

Summary

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.

Table of Contents

PART ONE Introduction and Review	1	(88)
Economic Questions and Data	3	(13)
Review of Probability	16	(39)
Review of Statistics	55	(34)
PART TWO Fundamentals of Regression Analysis	89	(180)
Linear Regression with One Regressor	91	(51)
Linear Regression with Multiple Regressors	142	(53)
Nonlinear Regression Functions	195	(46)
Assessing Studies Based on Multiple Regression	241	(28)
PART THREE Further Topics in Regression Analysis	269	(156)
Regression with Panel Data	271	(25)
Regression with a Binary Dependent Variable	296	(35)
Instrumental Variables Regression	331	(42)
Experiments and Quasi-Experiments	373	(52)
PART FOUR Regression Analysis of Economic Time Series Data	425	(146)
Introduction to Time Series Regression and Forecasting	427	(62)
Estimation of Dynamic Causal Effects	489	(44)
Additional Topics in Time Series Regression	533	(38)
PART FIVE The Econometric Theory of Regression Analysis	571	(2)
The Theory of Linear Regression with One Regressor	573	(33)
The Theory of Multiple Regression	606