Introduction to Econometrics, Global Edition
4th Edition
Published on 2. March 2023
Other
Undefined
978-1-292-44317-1 (ISBN)
Description
For courses in introductory econometrics Engaging applications bring the theory and practice of modern econometrics to life.
Ensure students grasp the relevance of econometrics with Introduction to Econometrics - the text that connects modern theory and practice with motivating, engaging applications. The 4th Edition, Global Edition, maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around. The text incorporates real-world questions and data, and methods that are immediately relevant to the applications. With very large data sets increasingly being used in economics and related fields, a new chapter dedicated to Big Data helps students learn about this growing and exciting area. This coverage and approach make the subject come alive for students and helps them to become sophisticated consumers of econometrics.
Ensure students grasp the relevance of econometrics with Introduction to Econometrics - the text that connects modern theory and practice with motivating, engaging applications. The 4th Edition, Global Edition, maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around. The text incorporates real-world questions and data, and methods that are immediately relevant to the applications. With very large data sets increasingly being used in economics and related fields, a new chapter dedicated to Big Data helps students learn about this growing and exciting area. This coverage and approach make the subject come alive for students and helps them to become sophisticated consumers of econometrics.
More details
Edition
4th edition
Language
English
Place of publication
Harlow
United Kingdom
Target group
College/higher education
ISBN-13
978-1-292-44317-1 (9781292443171)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
James Stock | James H. Stock | Mark W. Watson
Introduction to Econometrics, Global Edition
Book
05/2019
4th Edition
Pearson Education Limited
€104.49
Shipment within 10-20 days
Persons
James Harold Stock is an American economist, professor of economics, and vice provost for climate and sustainability at Harvard University.
Mark W. Watson is the Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs at Princeton University.
Mark W. Watson is the Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs at Princeton University.
Content
PART I: INTRODUCTION AND REVIEW
Economic Questions and Data
Review of Probability
Review of Statistics
PART II: 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
PART III: FURTHER TOPICS IN REGRESSION ANALYSIS
Regression with Panel Data
Regression with a Binary Dependent Variable
Instrumental Variables Regression
Experiments and Quasi-Experiments
Prediction with Many Regressors and Big Data
PART IV: 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
PART V: THE ECONOMIC THEORY OF REGRESSION ANALYSIS
The Theory of Linear Regression with One Regressor
The Theory of Multiple Regression
Economic Questions and Data
Review of Probability
Review of Statistics
PART II: 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
PART III: FURTHER TOPICS IN REGRESSION ANALYSIS
Regression with Panel Data
Regression with a Binary Dependent Variable
Instrumental Variables Regression
Experiments and Quasi-Experiments
Prediction with Many Regressors and Big Data
PART IV: 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
PART V: THE ECONOMIC THEORY OF REGRESSION ANALYSIS
The Theory of Linear Regression with One Regressor
The Theory of Multiple Regression