Introduction to econometrics /

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Bibliographic Details
Main Author: Stock, James H.
Other Authors: Watson, Mark W.
Format: Book
Language:English
Published: Boston Addison-Wesley 2012.
Edition:Third edition.
Series:Addison-Wesley series in economics.
Subjects:
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Table of Contents:
  • Economic questions and data
  • Review of probability
  • Review of statistics
  • 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
  • Regression with panel data
  • Regression with a binary dependent variable
  • Instrumental variables regression
  • Experiments and quasi-experiments
  • Introduction to time series regression and forecasting
  • Estimation of dynamic causal effects
  • Additional topics in time series regression
  • The theory of linear regression with one regressor
  • The theory of multiple regression.