Introduction to Econometrics 4/e [Stock] 9781292264455

Introduction to Econometrics connects modern theory and practice with engaging applications. The text focuses on currency, while adhering to the philosophy that applications should drive the theory, not the other way around. It incorporates real-world questions and data, and methods that are immediately relevant to the applications.

A new chapter dedicated to Big Data in the 4th Edition helps students learn about this growing and exciting area. This coverage and approach make the subject come alive for students and help them to become sophisticated consumers of econometrics.

頁數：800
版次：第4版
年份：2020年
規格：平裝/套色
ISBN：9781292264455

Part One. Introduction and Review
1. Economic Questions and Data
2. Review of Probability
3. Review of Statistics
Part Two. Fundamentals of Regression Analysis
4. Linear Regression with One Regressor
5. Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals
6. Linear Regression with Multiple Regressors
7. Hypothesis Tests and Confidence Intervals in Multiple Regression
8. Nonlinear Regression Functions
9. Assessing Studies Based on Multiple Regression
Part Three. Further Topics in Regression Analysis
10. Regression with Panel Data
11. Regression with a Binary Dependent Variable
12. Instrumental Variables Regression
13. Experiments and Quasi-Experiments
14. Prediction with Many Regressors and Big Data
Part Four. Regression Analysis of Economic Time Series Data
15. Introduction to Time Series Regression and Forecasting
16. Estimation of Dynamic Causal Effects
17. Additional Topics in Time Series Regression
Part Five. Regression Analysis of Economic Time Series Data
17. The Theory of Linear Regression with One Regressor
18. The Theory of Multiple Regression