Introduction to Econometrics
豆瓣
James H. Stock / Mark W. Watson
简介
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.
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New To This Edition
NEW! Keep it Current: New and Updated Discussions On:
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The treatment of standard errors for panel data regression (Chapter 10).
When and why missing data can present a problem for regression analysis (Chapter 9).
The use of regression discontinuity design as a method for analyzing quasi-experiments (Chapter 13).
Weak instruments (Chapter 12).
The use and interpretation of control variables is integrated into the core development of regression analysis (Chapter 7).
Introduction of the “potential outcomes” framework for experimental data (Chapter 13).
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Offer a Full Array of Pedagogical Features:
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NEW and UPDATED General Interest Boxes provide interesting insight into related topics, while also highlighting real-world studies. Additional general interest boxes have been included in this edition.
Exercises give students more intensive practice working with the concepts and techniques introduced in the chapter.
NEW! Additional exercises, both pencil-and-paper and empirical, have been added to this edition.
Empirical Exercises allow the students to apply what they have learned to answer real-world empirical questions.
contents
Part I. Introduction and Review
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Chapter 1. Economic Questions and Data
Chapter 2. Review of Probability
Chapter 3. Review of Statistics
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Part II. Fundamentals of Regression Analysis
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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
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Part III. Further Topics in Regression Analysis
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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
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Part IV. Regression Analysis of Economic Time Series Data
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Chapter 14. Introduction to Time Series Regression and Forecasting
Chapter 15. Estimation of Dynamic Causal Effects
Chapter 16. Additional Topics in Time Series Regression
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Part V. The Econometric Theory of Regression Analysis
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Chapter 17. The Theory of Linear Regression with One Regressor
Chapter 18. The Theory of Multiple Regression
