Introduction to Econometrics – James H. Stock, Mark W. Watson – 3rd Edition

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The third edition builds on the philosophy that should drive the theory, not the other way around, while maintaining a focus on currency. Ensure grasp the relevance of with Introduction to Econometrics —the text that connects modern theory and with engaging applications.

Provide Context: Real-World Questions and Data. Each important method is built around an important real world question that demands a specific numerical example. For example, the single variable regression, multiple regression, and functional form are motivated by the question: Do smaller elementary class sizes produce higher test scores?

Present Consistency: Theory That Matches Application. Although tools are best motivated by empirical applications, need to learn enough econometric theory to understand the strengths and limitations of those tools. A modern treatment is provided to fit between theory and applications as tightly as possible, while keeping the mathematics at a level that requires only algebra.

Create Skilled Producers, Sophisticated Consumers. One of the goal’s of this textbook is to help become sophisticated consumers of empirical analysis. To do so, they must learn how to use the tools of regression and how to assess the validity of empirical analyses presented to them.

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  • Part I. Introduction and Review
    Chapter 1. Economic Questions and Data
    Chapter 2. Review of Probability
    Chapter 3. Review of Statistics

    Part II. 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 III. 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 IV. 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 V. The Econometric Theory of Regression Analysis
    Chapter 17. The Theory of Linear Regression with One Regressor
    Chapter 18. The Theory of Multiple Regression
  • Citation
    • Full Title: Introduction to Econometrics
    • Author/s: / Mark W. Watson
    • ISBN-10: 0138009007
    • ISBN-13: 9780138009007
    • Edition: 3rd Edition
    • Publication date: 2012
    • Topic: Business
    • Subtopic: Econometrics
    • File Type: eBook, Solution Manual
    • Idioma: English

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