Introduction to Econometrics, Student Value Edition, 4th edition

  • James H. Stock
  • Mark W. Watson

Pearson eText Introduction to Econometrics -- Instant Access

ISBN-13:  9780136879787

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Overview

Introduction to Econometrics combines modern theory and practice with real-world applications to make econometrics relevant to you and the world around you.

Pearson eText is an easy-to-use digital textbook that you can read online or offline. Make it your own by adding highlights and notes, and learn on the go with the mobile app. At the end of your subscription, you can opt to renew access to your eText and personalized notes.

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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Published by Pearson (November 6th 2018) - Copyright © 2019