Introduction to econometrics / James H. Stock, Mark W. Watson.
Material type:
TextSeries: The Pearson series in economicsPublisher: Boston : Pearson, 2015Edition: 3rd ed. (updated)Description: 835 p. : illContent type: - text
- unmediated
- volume
- 9781292071312 (pbk.)
- 1292071311 (pbk.)
- 330.01/5195 23
- HB139.S76
Includes bibliographical references (pages 765-769) and index.
1. Economic questions and data -- Review of probability -- Review of statistics -- Linear regression with one regressor -- Regression with a single regressor -- Linear regression with multiple regressors -- Hypothesis tests and confidence intervals in multiple regression -- Nonlinear regression functions -- Assessing studies based on multiple regression -- Regression with panel data -- Regression with a binary dependent variable -- Instrumental variables regression -- Experiments and quasi-experiments -- Introduction to time series regression and forecasting -- Estimation of dynamic causal effects -- Additional topics in time series regression -- The theory of linear regression with one regressor -- The theory of multiple regression --
To make econometrics relevant in an introductory course, interesting applications must motivate the theory and the theory must match the applications. This text aims to motivate the need for tools with concrete applications, providing simple assumptions that match the application
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