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Introduction to econometrics

Author: James H Stock; Mark W Watson
Publisher: Boston, Mass.[u.a.] : Addison-Wesley, 2003.
Series: Addison-Wesley series in economics.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:

Written by distinguished econometricians, this book focuses on empirical analysis, integrating data sets and real-world questions into the theoretical development of the text. It includes an  Read more...

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Genre/Form: Lehrbuch
0 Gesamtdarstellung
Document Type: Book
All Authors / Contributors: James H Stock; Mark W Watson
ISBN: 0201715953 9780201715958 0321223519 9780321223517
OCLC Number: 248704396
Description: XXXIX, 696 S : graph. Darst.
Contents: I. INTRODUCTION AND REVIEW. 1. Economic Questions and Data. 2. Review of Probability. 3. Review of Statistics. II. FUNDAMENTALS OF REGRESSION ANALYSIS. 4. Linear Regression with One Regressor. 5. Linear Regression with Multiple Regressors. 6. Nonlinear Regression Functions. 7. Assessing Studies Based on Multiple Regression. III. FURTHER TOPICS IN REGRESSION ANALYSIS. 8. Regression with Panel Data. 9. Regression with a Binary Dependent Variable. 10. Instrumental Variables Regression. 11. Experiments and Quasi Experiments. IV. REGRESSION ANALYSIS OF ECONOMIC TIME SERIES DATA. 12. Introduction to Time Series Regression and Forecasting. 13. Estimation of Dynamic Causal Effects. 14. Additional Topics in Time Series Regression. V. THE ECONOMETRIC THEORY OF REGRESSION ANALYSIS. 15. The Theory of Linear Regression with One Regressor. 16. The Theory of Multiple Regression. Appendix: Statistical Tables.
Series Title: Addison-Wesley series in economics.
Responsibility: James H. Stock ; Mark W. Watson.

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