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Introduction to econometrics

Author: Stock, James H. ; Watson, Mark W. Series: Addison-Wesley series in economics Publisher: Pearson Education, 2007.Edition: 2nd ed.Language: EnglishDescription: 796 p. : Graphs ; 24 cm.ISBN: 0321442539Type of document: BookBibliography/Index: Includes bibliographical references and index and glossary
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Item type Current location Collection Call number Status Date due Barcode Item holds
Book Europe Campus
Main Collection
Print HB139 .S86 2007
(Browse shelf)
001336992
Available 001336992
Book Europe Campus
Main Collection
Print HB139 .S86 2007
(Browse shelf)
001270075
Available 001270075
Total holds: 0

Includes bibliographical references and index and glossary

Digitized

Introduction to Econometrics Brief Contents PART ONE Introduction and Review I CHAPTER I Economic Questions and Data 3 CHAPTER 2 Review of Probability 17 CHAPTER 3 Review of Statistics 65 PART TWO Fundamentals of Regression Analysis 109 CHAPTER 4 Linear Regression with One Regressor III CHAPTER 5 Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals 148 CHAPTER 6 Linear Regression with Multiple Regressors 186 CHAPTER 7 Hypothesis Tests and Confidence Intervals in Multiple Regression 220 CHAPTER 8 Nonlinear Regression Functions 254 CHAPTER 9 Assessing Studies Based on Multiple Regression 312 PART THREE Further Topics in Regression Analysis 347 CHAPTER 10 Regression with Panel Data 349 CHAPTER 11 Regression with a Binary Dependent Variable 383 CHAPTER 12 Instrumental Variables Regression 421 CHAPTER 13 Experiments and Quasi-Experiments 468 PART FOUR Regression Analysis of Economic Time Series Data 523 CHAPTER 14 Introduction toTime Series Regression and Forecasting 525 CHAPTER 15 Estimation of Dynamic Causal Effects 591 CHAPTER 16 Additional Topics in Time Series Regression 637 PART FIVE CHAPTER 17 The Econometric Theory of Regression Analysis 675 The Theory of Linear Regression with One Regressor 677 CHAPTER 18 The Theory of Multiple Regression 704

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