Introduction to Econometrics, Global Edition

Auteur

James Harold Stock is an American economist, professor of economics, and vice provost for climate and sustainability at Havard University.

Mark W. Watson is the Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs at Princeton University.

Texte du rabat

For courses in introductory econometrics.

Engaging applications bring the theory and practice of modern econometrics to life

Ensure students grasp the relevance of econometrics with Introduction to Econometrics -- the text that connects modern theory and practice with motivating, engaging applications. The 4th Edition, Global Edition, maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around. The text incorporates real-world questions and data, and methods that are immediately relevant to the applications. With very large data sets increasingly being used in economics and related fields, a new chapter dedicated to Big Data helps students learn about this growing and exciting area. This coverage and approach make the subject come alive for students and helps them to become sophisticated consumers of econometrics.

Pearson MyLab™ Economics is not included. Students, if Pearson MyLab Economics is a recommended/mandatory component of the course, please ask your instructor for the correct ISBN. Pearson MyLab Economics should only be purchased when required by an instructor. Instructors, contact your Pearson representative for more information.

Reach every student by pairing this text with Pearson MyLab Economics

MyLab™ is the teaching and learning platform that empowers you to reach every student. By combining trusted author content with digital tools and a flexible platform, MyLab personalizes the learning experience and improves results for each student. The 4th Edition features expanded exercise sets in Pearson MyLab Economics, offering more flexibility to instructors as they build assignments.

Résumé

Ensure your students grasp the essential principles of Econometrics with a comprehensive introduction to the field.

Introduction to Econometrics, 4th Edition, Global Edition is the ultimate introduction to the field.

This market-leading text features resources and tools that will help your students acquire sophisticated knowledge of the subject.

Contenu

PART I: INTRODUCTION AND REVIEW

1. Economic Questions and Data
2. Review of Probability
3. Review of Statistics PART II: FUNDAMENTALS OF REGRESSION ANALYSIS Linear Regression with One Regressor Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals Linear Regression with Multiple Regressors Hypothesis Tests and Confidence Intervals in Multiple Regression Nonlinear Regression Functions Assessing Studies Based on Multiple Regression PART III: FURTHER TOPICS IN REGRESSION ANALYSIS Regression with Panel Data Regression with a Binary Dependent Variable Instrumental Variables Regression Experiments and Quasi-Experiments Prediction with Many Regressors and Big Data PART IV: 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 V: THE ECONOMIC THEORY OF REGRESSION ANALYSIS The Theory of Linear Regression with One Regressor The Theory of Multiple Regression