James H. Stock, Harvard University
Mark W. Watson, Princeton University
Engaging applications bring the theory and practice of modern econometrics to life.
Ensure students grasp the relevance of econometrics with Introduction to Econometrics -- the text that connects modern theory and practice with motivating, engaging applications. The 4th Edition maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around. The text incorporates real-world questions and data, and methods that are immediately relevant to the applications. With very large data sets increasingly being used in economics and related fields, a new chapter dedicated to Big Data helps students learn about this growing and exciting area. This coverage and approach make the subject come alive for students and helps them to become sophisticated consumers of econometrics.
For courses in introductory econometrics.
Extend learning beyond the classroom
Pearson eText is an easy-to-use digital textbook that students can purchase on their own or you can assign for your course. It lets students read, highlight, and take notes, all in one place, even when offline. Creating a course allows you to schedule readings, view reading analytics, and share your own notes with students so they see the connection between their eText and what they learn in class motivating them to keep reading, and keep learning. Learn more about Pearson eText.
Extend learning beyond the classroom
Pearson eText is an easy-to-use digital textbook that students can purchase on their own or you can assign for your course. Creating a course allows you to personalize your Pearson eText so students see the connection between their reading and what they learn in class motivating them to keep reading, and keep learning. Learn more about Pearson eText.
Prepare students to work with modern applications and very large data sets, including applications that predict consumer choices and work with nonstandard data (e.g., text data).
Keep students engaged with a full array of pedagogical material, tools, and resources
Benefits of creating a Pearson eText course
Check out the preface for a complete list of features and what's new in this edition.
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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