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[Ebook PDF] Introduction to Econometrics, 3rd Edition
ISBN-13: 978-0133595420
ISBN-10: 0133595420
Author: James Stock (Author), Mark Watson (Author)
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 Third Edition Update maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around.
Brief Contents
PART ONE Introduction and Review
Chapter 1 Economic Questions and Data 1
Chapter 2 Review of Probability 14
Chapter 3 Review of Statistics 65
Part Two Fundamentals of Regression Analysis
Chapter 4 Linear Regression with One Regressor 109
Chapter 5 Regression with a Single Regressor: Hypothesis Tests and Confidence
Intervals 146
Chapter 6 Linear Regression with Multiple Regressors 182
Chapter 7 Hypothesis Tests and Confidence Intervals in Multiple Regression 217
Chapter 8 Nonlinear Regression Functions 256
Chapter 9 Assessing Studies Based on Multiple Regression 315
Part Three Further Topics in Regression Analysis
Chapter 10 Regression with Panel Data 350
Chapter 11 Regression with a Binary Dependent Variable 385
Chapter 12 Instrumental Variables Regression 424
Chapter 13 Experiments and Quasi-Experiments 475
Part Four Regression Analysis of Economic Time Series Data
Chapter 14 Introduction to Time Series Regression and Forecasting 522
Chapter 15 Estimation of Dynamic Causal Effects 589
Chapter 16 Additional Topics in Time Series Regression 638
Part Five The Econometric Theory of Regression Analysis
Chapter 17 The Theory of Linear Regression with One Regressor 676
Chapter 18 The Theory of Multiple Regression 705
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