Introduction to Econometrics /
James H. Stock
- 3rd edition
- Boston Pearson c2015
- 836 p. : ill. ; 24 cm.
Contents Part One Introduction and Review Economic questions and data Review of Probability Review of Statistics
Part Two Fundamentals of Regression Analysis Linear Regression with one Regressor Regression with a single Regressor: Hypothesis test and confidence intervals Linear Regression with Multiple Regressors Hypothesis test and confidence interval Multiple Regressors Non-Linear Regression functions
etc
Part Three Further Topics in Regression Analysis Regression with panel Data Regression with a Binary dependent variables Instrumental variables regression Experiments and Quasi- Experiments
Part Four 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 Five The Econometric theory of Regression Analysis The Theory of Linear Regression with one regressor The theory of multiple regression