Introduction to econometrics : global edition /

• Main Author: Stock, James H.
• Other Authors: Watson, Mark W.
• Format: Book
• Language: English
• Published: Essex : Pearson Education, 2011
• Subjects: ECONOMETRIA; ANALISIS DE SERIES TEMPORALES; MODELO DE PANEL; VARIABLES; MODELOS ECONOMETRICOS; ANALISIS DE REGRESION; REGRESION LINEAL; DATOS DE PANEL; MOELO CON DATOS DE PANEL

Table of Contents:

• Pt.1. Introduction and review: 1. Economic questions and data
• 2. Review of probability
• 3. Review of statistics
• Pt.2. Fundamentals of regression analysis: 4. Linear regression with one regressor
• 5. Regression with a single regressor
• 6. Linear regression with multiple regressors
• 7. Hypothesis tests and confidence intervals in multiple regression
• 8. Nonlinear regression functions
• 9. Assessing studies based on multiple regression
• Pt.3. Further topics in regression analysis: 10. Regression with panel data
• 11. Regression with a binary dependent variable
• 12. Instrumental variables regression
• 13. Experiments and quasi-experiments
• Pt.4. Regression analysis of economic time series data: 14. Introduction to time series regression and forecasting
• 15. Estimation and dynamic causal effects
• 16. Additional topics in time series regression
• Pt.5. The econometric theory of regression analysis: 17. The theory of linear regression with one regressor
• 18. The theory of multiple regression
• Appendix
• References
• Glossary.