書誌事項

Introduction to econometrics

James H. Stock, Mark W. Watson

(Pearson series in economics)

Pearson Education, c2012

3rd ed., global ed

  • : pbk

大学図書館所蔵 件 / 全44件

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注記

"International edition"--Cover

Includes bibliographical references (p. 799-803) and index

内容説明・目次

内容説明

For courses in introductory econometrics. An approach to modern econometrics theory and practice through engaging applications. Ensure students grasp the relevance of econometrics with Introduction to Econometrics the text that connects modern theory and practice with engaging applications. The third edition builds on the philosophy that applications should drive the theory, not the other way around, while maintaining a focus on currency.

目次

Part I. Introduction and Review Chapter 1. Economic Questions and Data Chapter 2. Review of Probability Chapter 3. Review of Statistics Part II. Fundamentals of Regression Analysis Chapter 4. Linear Regression with One Regressor Chapter 5. Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals Chapter 6. Linear Regression with Multiple Regressors Chapter 7. Hypothesis Tests and Confidence Intervals in Multiple Regression Chapter 8. Nonlinear Regression Functions Chapter 9. Assessing Studies Based on Multiple Regression Part III. Further Topics in Regression Analysis Chapter 10. Regression with Panel Data Chapter 11. Regression with a Binary Dependent Variable Chapter 12. Instrumental Variables Regression Chapter 13. Experiments and Quasi-Experiments Part IV. Regression Analysis of Economic Time Series Data Chapter 14. Introduction to Time Series Regression and Forecasting Chapter 15. Estimation of Dynamic Causal Effects Chapter 16. Additional Topics in Time Series Regression Part V. The Econometric Theory of Regression Analysis Chapter 17. The Theory of Linear Regression with One Regressor Chapter 18. The Theory of Multiple Regression

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詳細情報

  • NII書誌ID(NCID)
    BB0520835X
  • ISBN
    • 9781408264331
  • 出版国コード
    uk
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Harlow, England
  • ページ数/冊数
    827 p.
  • 大きさ
    23 cm
  • 分類
  • 件名
  • 親書誌ID
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