
Introduction to Econometrics
James H. Stock, Mark W. Watson
Résumé
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.
Sommaire
- Introduction and Review
- 1 Economic Questions and Data
- 2 Review of Probability
- 3 Review of Statistics
- Fundamentals of Regression Analysis
- 4 Linear Regression with One Regressor
- 5 Hypothesis Tests and Confidence Intervals in the Single-Regressor Model
- 6 Linear Regression with Multiple Regressors
- 7 Hypothesis Testing and Confidence Intervals in the Multiple Regressor Model
- 8 Nonlinear Regression Functions
- 9 Assessing Studies Based on Multiple Regression
- 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
- Regression Analysis of Economic Time Series Data
- 14 Regression Analysis of Econometric Time Series Data
- 15 Estimation of Dynamic Causal Effects
- 16 Additional Topics in Time Series Regression
- The Econometric Theory of Regression Analysis
- 17 The Econometric Theory of Regression Analysis
- 18 The Theory of Multiple Regression
- Appendix: Statistical Tables
Caractéristiques techniques
PAPIER | |
Éditeur(s) | Addison Wesley |
Auteur(s) | James H. Stock, Mark W. Watson |
Parution | 29/08/2006 |
Édition | 2eme édition |
Nb. de pages | 800 |
Format | 19 x 23 |
Couverture | Broché |
Poids | 1220g |
Intérieur | Noir et Blanc |
EAN13 | 9780321442536 |
ISBN13 | 978-0-321-44253-6 |
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