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" Introduction to econometrics / "
James H. Stock, Harvard University, Mark W. Watson, Princeton University.
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BL
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| Record Number
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872695
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| Main Entry
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Stock, James H.
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| Title & Author
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Introduction to econometrics /\ James H. Stock, Harvard University, Mark W. Watson, Princeton University.
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| Edition Statement
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Third edition update.
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| Publication Statement
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Boston :: Pearson,, [2015]
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| Series Statement
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The Pearson series in economics
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| Page. NO
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xliii, 790 pages :: illustrations ;; 24 cm
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| ISBN
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0133486877
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: 0133487679
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: 0133592693
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: 0133848914
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: 9780133486872
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: 9780133487671
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: 9780133592696
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: 9780133848915
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| Bibliographies/Indexes
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Includes bibliographical references (pages 765-769) and index.
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| Contents
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Part I. Introduction and Review -- Economic Questions and Data -- Review of Probability -- Review of Statistics -- Part II. Fundamentals of Regression Analysis -- Linear Regression with One Regressor -- Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals -- Linear Regression with Multiple Regressors -- Hypothesis Tests and Confidence Intervals in Multiple Regression -- Nonlinear Regression Functions -- Assessing Studies Based on Multiple Regression -- Part III. Further Topics in Regression Analysis -- Regression with Panel Data -- Regression with a Binary Dependent Variable -- Instrumental Variables Regression -- Experiments and Quasi-Experiments -- Part IV. Regression Analysis of Economic Time Series Data -- Introduction to Time Series Regression and Forecasting -- Estimation of Dynamic Causal Effects -- Additional Topics in Time Series Regression -- Part V. The Econometric Theory of Regression Analysis -- The Theory of Linear Regression with One Regressor -- The Theory of Multiple Regression.
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| Subject
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Econometrics.
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| Subject
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Econometrics.
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| Subject
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Ökometrie
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| Dewey Classification
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330.01/5195
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| LC Classification
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HB139.S765 2015
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| Added Entry
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Watson, Mark W.
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