Author | Stock, James H |
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Title | Introduction to econometrics / James H. Stock and Mark W. Watson |
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Imprint |
Harlow : Pearson Education, 2012 |
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Edition |
3rd ed |
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Descript |
827 p. : ill. ; 23 cm |
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CONTENT
Part 1: Introduction and review -- Economic questions and data -- Review of probability -- Review of statistics -- Part 2: Fundamentals of regression analysis -- Linear regression with one regressor -- Regression with a single regressor : hypothesis tests and confidence intervals -- Linear regression with multiple regressors -- Hypothesis tests and confidence intervals in multiple regression -- Nonlinear regression functions -- Assessing studies based on multiple regression -- Part 3: Further topics in regression analysis -- Regression with panel data -- Regression with a binary dependent variable -- Instrumental variables regression -- Experiments and quasi-experiments -- Part 4: Regression analysis of economic time series data -- Introduction to time series regression and forecasting -- Estimation of dynamic causal effects -- Additional topics in time series regression -- Part 5: The econometric theory of regression analysis -- The theory of linear regression with one regressor -- The theory of multiple regression
SUBJECT
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Econometrics
LOCATION | CALL# | STATUS |
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Sasin Library : Reserve Collection | 330.015195 S864I 2012 PhD |
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Sasin Library : Reserve Collection | 330.015195 S864I 2012 PhD |
CHECK SHELVES
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Sasin Library : Reserve Collection | 330.015195 S864I 2012 PhD |
CHECK SHELVES
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Sasin Library : Reserve Collection | 330.015195 S864I 2012 PhD |
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Economics Library | HB139 S76 2012 |
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