Introduction to Econometrics, Global Edition, 4th edition

Published by Pearson (July 11, 2025) © 2024

  • James H. Stock Harvard University
  • Mark W. Watson Princeton University
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£29.99
Instant access

In this eTextbook — More ways to learn

  • More flexible. Start learning right away, on any device.
  • More supportive. Get AI explanations and practice questions (select titles).
  • More interactive. Bring learning to life with audio, videos, and diagrams.
  • More memorable. Make concepts stick with highlights, search, notes, and flashcards.
  • More understandable. Translate text into 100+ languages with one tap.
Products list
£29.99
Instant access

In this eTextbook — More ways to learn

  • More flexible. Start learning right away, on any device.
  • More supportive. Get AI explanations and practice questions (select titles).
  • More interactive. Bring learning to life with audio, videos, and diagrams.
  • More memorable. Make concepts stick with highlights, search, notes, and flashcards.
  • More understandable. Translate text into 100+ languages with one tap.

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

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