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Introduction to econometrics / James H. Stock

Stock, James H.
Contributor(s): Watson, Mark W.
Material type: materialTypeLabelBook; Format: print Publisher: Boston : Pearson Education, 2007Edition: [2nd International Edition].Description: XLII, 796 p. ; 24 cm.ISBN: 0-321-44253-9.Subject(s): Econometría
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Enhanced descriptions from Syndetics:

In this new textbook by distinguished econometricians James H. Stock and Mark W. Watson, real-world questions and data from actual empirical studies open a window through which the vitality and relevance of econometrics come into clear focus. The breadth of topics - including an introduction to program evaluation, panel data methods, instrumental variables regression, and regression with time series data - reflects the best of contemporary applied econometrics.

Bibliografía: p. 763-766. - índice

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 provided by Syndetics

  • Part 1 Introduction and Review
  • Chapter 1 Economic Questions and Data
  • Chapter 2 Review of Probability
  • Chapter 3 Review of Statistics
  • Part 2 Fundamentals of Regression Analysis
  • Chapter 4 Linear Regression with One Regressor
  • Chapter 5 Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals
  • Chapter 6 Linear Regression with Multiple Regressors
  • Chapter 7 Hypothesis Tests and Confidence Intervals in Multiple Regression
  • Chapter 8 Nonlinear Regression Functions
  • Chapter 9 Assessing Studies Based on Multiple Regression
  • Part 3 Further Topics in Regression Analysis
  • Chapter 10 Regression with Panel Data
  • Chapter 11 Regression with a Binary Dependent Variable
  • Chapter 12 Instrumental Variables Regression
  • Chapter 13 Experiments and Quasi-Experiments
  • Part 4 Regression Analysis of Economic Time Series Data
  • Chapter 14 Introduction to Time Series Regression and Forecasting
  • Chapter 15 Estimation of Dynamic Causal Effects
  • Chapter 16 Additional Topics in Time Series Regression
  • Part 5 The Econometric Theory of Regression Analysis
  • Chapter 17 The Theory of Linear Regression with One Regressor
  • Chapter 18 The Theory of Multiple Regression
  • Appendix: Statistical Tables

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