Introduction to econometrics Updated 3rd ed

Author

• Stock, James H

Additional Author(s)

• Watson, Mark W.

Publisher

Boston: Pearson Education, 2015

Language

English

ISBN

9781292071312

Series

Subject(s)

• ECONOMETRICS

Notes

• Glossary: p. 817-824

. Bibliography: p. 811-815. Index: p. 825-836

Abstract

-

Physical Dimension

Number of Page(s)

836 p.

Dimension

23 cm.

Other Desc.

-

Summary / Review / Table of Content

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

Part IV. Regression Analysis of Economic Time Series Data
14. Introduction to Time Series Regression and Forecasting
15. Estimation of Dynamic Causal Effects
16. Additional Topics in Time Series Regression

Part V. The Econometric Theory of Regression Analysis
17. The Theory of Linear Regression with One Regressor
18. The Theory of Multiple Regression

Exemplar(s)

#	Accession No.	Call Number	Location	Status
1.	00550/17	330.015195 Sto I	Library - 7th Floor	Available