Introduction to Econometrics – James H. Stock, Mark W. Watson – 2nd Edition

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Designed for a first in introductory econometrics, Introduction to Econometrics, reflects modern theory and practice, with interesting that motivate and match up with the theory to ensure students grasp the relevance of econometrics.

Authors James H. Stock and 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
    Chapter 6. Linear regression with multiple regressors
    Chapter 7. Hypothesis test and confidence intervals in multiple regression
    Chapter 8. Nonlinear regression function
    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 casual 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
  • Citation

Download now Introduction to Econometrics

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