Introduction to econometrics /
James H. Stock, Mark W. Watson.
- Updated third edition, Global edition.
- 836 pages : illustrations ; 24 cm.
- The Pearson series in economics Always learning .
- Pearson series in economics. Always learning. .
Includes bibliographical references and index.
Introduction and review -- Economic questions and data -- Review of probability -- Review of statistics -- Fundamentals of regression analysis -- Linear regression with one regressor -- Regression with a single regressor: hypothesis tests and confidence intervals -- Linear regression with multiple regressors -- Hypothesis tests and confidence intervals in multiple regression -- Nonlinear regression functions -- Assessing studies based on multiple regression -- Further topics in regression analysis -- Regression with panel data -- Regression with a binary dependent variable -- Instrumental variables regression -- Experiments and quasi-experiments -- Regression analysis of economic time series data -- Introduction to time series regression and forecasting -- Estimation of dynamic causal effects -- Additional topics in time series regression -- The econometric theory of regression analysis -- The theory of linear regression with one regressor -- The theory of multiple regression. Part One. 1. 2. 3. Part Two. 4. 5. 6. 7. 8. 9. Part Three. 10. 11. 12. 13. Part Four. 14. 15. 16. Part Five. 17. 18.