Introduction to econometrics / James H. Stock, Mark W. Watson.
Material type: TextSeries: Pearson series in economics | Always learningPublisher: Boston : Pearson, [2015]Copyright date: ©2015Edition: Updated third edition, Global editionDescription: 836 pages : illustrations ; 24 cmContent type:- text
- unmediated
- volume
- 9781292071312
- 1292071311
- 330.015195 23
- HB139 .S765 2015
Item type | Current library | Call number | Copy number | Status | Date due | Barcode | |
---|---|---|---|---|---|---|---|
Book | City Campus City Campus Main Collection | 330.015195 STO (Browse shelf(Opens below)) | 1 | Available | A557013B |
Includes bibliographical references and index.
Part One. Introduction and review -- 1. Economic questions and data -- 2. Review of probability -- 3. Review of statistics -- Part Two. 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 Three. 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 -- Part Four. Regression analysis of economic time series data -- 14. Introduction to time series regression and forecasting -- 15. Estimation of dynamic causal effects -- 16. Additional topics in time series regression -- Part Five. The econometric theory of regression analysis -- 17. The theory of linear regression with one regressor -- 18. The theory of multiple regression.
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