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Introduction to econometrics /

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Ensure students grasp the relevance of econometrics with Introduction to Econometrics, the text that connects modern theory and practice with motivating, engaging applications. The fourth edition maintains a focus on currency, while building on the philosophy that applications should drive the theo...

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Bibliographic Details
Main Authors: Stock, James H. (Author), Watson, Mark W. (Author)
Format: Book
Language:English
Published: New York : Pearson, [2019]
Edition:Fourth edition.
Series:Pearson series in economics.
Subjects:
Econometrics.
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.