書誌事項

Introduction to econometrics

James H. Stock, Mark W. Watson

(Addison-Wesley series in economics)

Addison-Wesley, c2003

  • : international ed

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注記

Bibliography: p. 651-655

Includes index

内容説明・目次

内容説明

Econometrics comes alive with Introduction to Econometrics! This new, much-anticipated text teaches students how to become sophisticated consumers of econometrics. The authors focus on empirical analysis, integrating large data sets and modern, real-world questions into the theoretical development of the text. The intuitive approach of Introduction to Econometrics uses interesting applications to motivate students to learn theory and to help them understand the application of the theory. Students come away with a thorough understanding of econometics and of the relationships on which people, businesses, and governments base their decisions.

目次

I. INTRODUCTION AND REVIEW. 1. Economic Questions and Data. 2. Review of Probability. 3. Review of Statistics. II. FUNDAMENTALS OF REGRESSION ANALYSIS. 4. Linear Regression with One Regressor. 5. Linear Regression with Multiple Regressors. 6. Nonlinear Regression Functions. 7. Assessing Studies Based on Multiple Regression. III. FURTHER TOPICS IN REGRESSION ANALYSIS. 8. Regression with Panel Data. 9. Regression with a Binary Dependent Variable. 10. Instrumental Variables Regression. 11. Experiments and Quasi Experiments. IV. REGRESSION ANALYSIS OF ECONOMIC TIME SERIES DATA. 12. Introduction to Time Series Regression and Forecasting. 13. Estimation of Dynamic Causal Effects. 14. Additional Topics in Time Series Regression. V. THE ECONOMETRIC THEORY OF REGRESSION ANALYSIS. 15. The Theory of Linear Regression with One Regressor. 16. The Theory of Multiple Regression. Appendix: Statistical Tables.

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詳細情報

  • NII書誌ID(NCID)
    BA59095420
  • ISBN
    • 0201715953
    • 0321223519
  • LCCN
    2002071217
  • 出版国コード
    us
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Boston ; Tokyo
  • ページ数/冊数
    xxxix, 696 p.
  • 大きさ
    24 cm
  • 分類
  • 件名
  • 親書誌ID
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