Introduction to Econometrics

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• Product ID: D22175132

Introduction to Econometrics

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• Product ID: D22175132
• ISBN: 9780321442536

Package Size

22cm x 4.5cm x 27cm

Gross Weight

1.2kg

Author

James Stock

Mark Watson

Publishing Date

Aug 2006

Binding

Paperback

Pages

840 Pages

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Add to Cart Introduction to Econometrics - International Edition 2nd Edition

	Designed for a first course in introductory econometrics, Introduction to Econometrics, reflects modern theory and practice, with.. Buy 1 at wholesale price, make ~ 190% profit by reselling at market price ?up to R1700.

Product Features

• Real-world questions and data: All examples can be understood by students with an introductory economics background, so the instructor can focus on teaching econometrics, not microeconomics or macroeconomics.
• Contemporary choice of topics: Stock and Watson focus on the procedures and tests commonly used in modern practice. For example
• Instrumental variables regression is presented as a general method for handling correlation between the error term and a regressor, which can arise for many reasons, including simultaneous causality. The two assumptions for a valid instrument–exogeneity and relevance–are given equal billing.
• Program evaluation (covered in Chapter 11)includes a discussion of the strengths and weaknesses of randomized controlled experiments and natural experiments as alternative approaches to the problems of omitted variables, simultaneous causality, and selection.
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Description

Table of Contents

PART ONE: INTRODUCTION AND REVIEW

• Chapter 1 Economic Questions and Data
• Chapter 2 Review of Probability
• Chapter 3 Review of Statistics
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PART TWO: 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..
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