Introduction to econometrics
著者
書誌事項
Introduction to econometrics
（Addison-Wesley series in economics）
Pearson/Addison Wesley, c2007
2nd ed
- : international ed
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注記
Includes bibliographical references (p. 763-766) and index
内容説明・目次
内容説明
Designed for a first course in introductory econometrics, Introduction to Econometrics, reflects modern theory and practice, with interesting applications that motivate and match up with the theory to ensure students grasp the relevance of econometrics. Authors James H. Stock and Mark W. Watson integrate real-world questions and data into the development of the theory, with serious treatment of the substantive findings of the resulting empirical analysis.
目次
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PART ONE: INTRODUCTION AND REVIEW
Chapter 1 Economic Questions and Data
Chapter 2 Review of Probability
Chapter 3 Review of Statistics
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 Multiple Regression
Chapter 8 Nonlinear Regression Functions
Chapter 9 Assessing Studies Based on Multiple Regression
PART THREE: 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 FOUR: 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 FIVE: THE ECONOMETRIC THEORY OF REGRESSION ANALYSIS
Chapter 17 The Theory of Linear Regression with One Regressor
Chapter 18 The Theory of Multiple Regression
Appendix: Statistical Tables
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