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Introduction to Econometrics, Global Edition

Autor James Stock, Mark Watson
en Limba Engleză Paperback – 13 mai 2019

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Specificații

ISBN-13: 9781292264455
ISBN-10: 1292264454
Pagini: 800
Dimensiuni: 207 x 254 x 35 mm
Greutate: 1.46 kg
Ediția:4 ed
Editura: Pearson Education

Cuprins

  • PART I: INTRODUCTION AND REVIEW
  • 1. Economic Questions and Data
  • 2. Review of Probability
  • 3. Review of Statistics
  • PART II: FUNDAMENTALS OF REGRESSION ANALYSIS
  • 4. Linear Regression with One Regressor
  • 5. Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals
  • 6. Linear Regression with Multiple Regressors
  • 7. Hypothesis Tests and Confidence Intervals in Multiple Regression
  • 8. Nonlinear Regression Functions
  • 9. Assessing Studies Based on Multiple Regression
  • PART III: 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
  • 14. Prediction with Many Regressors and Big Data
  • PART IV: REGRESSION ANALYSIS OF ECONOMIC TIME SERIES DATA
  • 15. Introduction to Time Series Regression and Forecasting
  • 16. Estimation of Dynamic Causal Effects
  • 17. Additional Topics in Time Series Regression
  • PART V: THE ECONOMIC THEORY OF REGRESSION ANALYSIS
  • 18. The Theory of Linear Regression with One Regressor
  • 19. The Theory of Multiple Regression

Notă biografică

James Harold Stock is an American economist, professor of economics, and vice provost for climate and sustainability at Havard University.
Mark W. Watson is the Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs at Princeton University.