Econometrics » (2nd Edition)

Econometricians Stock (Harvard) and Watson's (Princeton) textbook would suit a first course in undergraduate econometrics or an advanced undergraduate course to which students bring a strong mathematical preparation, or a master's level course in the topic. Important features of the text are its integration of real-world questions and data into the development of the theory, its selection of topics reflecting modern theory and practice, and its provision of theory and assumptions to match the applications. Coverage includes an overview of the topic, regression analysis, extensions of regression methods, regression analysis of economic time series data, and an introduction to econometric theory. Annotation (c)2003 Book News, Inc., Portland, OR

PART ONE: INTRODUCTION AND REVIEW

Chapter 1 Economic Questions and Data

Chapter 2 Review of Probability

Chapter 3 Review of Statistics

PART TWO: FUNDAMENTALS OF REGRESSION ANALYSIS

Chapter 4 Linear Regression with One Regressor

Chapter 5 Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals

Chapter 6 Linear Regression with Multiple Regressors

Chapter 7 Hypothesis Tests and Confidence Intervals in Multiple Regression

Chapter 8 Nonlinear Regression Functions

Chapter 9 Assessing Studies Based on Multiple Regression

PART THREE: FURTHER TOPICS IN REGRESSION ANALYSIS

Chapter 10 Regression with Panel Data

Chapter 11 Regression with a Binary Dependent Variable

Chapter 12 Instrumental Variables Regression

Chapter 13 Experiments and Quasi-Experiments

PART FOUR: REGRESSION ANALYSIS OF ECONOMIC TIME SERIES DATA

Chapter 14 Introduction to Time Series Regression and Forecasting

Chapter 15 Estimation of Dynamic Causal Effects

Chapter 16 Additional Topics in Time Series Regression

PART FIVE: THE ECONOMETRIC THEORY OF REGRESSION ANALYSIS

Chapter 17 The Theory of Linear Regression with One Regressor

Chapter 18 The Theory of Multiple Regression

Appendix: Statistical Tables