Introduction to Econometrics - James H. Stock, Mark W. Watson

Introduction to Econometrics

International Edition
Buch | Softcover
840 Seiten
2006 | 2nd edition
Pearson (Verlag)
978-0-321-44253-6 (ISBN)
62,95 inkl. MwSt
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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.

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PART ONE: INTRODUCTION AND REVIEW





Chapter 1 Economic Questions and Data

Chapter 2 Review of Probability

Chapter 3 Review of Statistics
 




PART TWO: 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 THREE: 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 FOUR: 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 FIVE: 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

Erscheint lt. Verlag 10.8.2006
Reihe/Serie Pearson International Edition
Sprache englisch
Maße 229 x 189 mm
Gewicht 1088 g
Themenwelt Sozialwissenschaften Politik / Verwaltung
Wirtschaft Volkswirtschaftslehre Ökonometrie
ISBN-10 0-321-44253-9 / 0321442539
ISBN-13 978-0-321-44253-6 / 9780321442536
Zustand Neuware
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