Introduction to Econometrics Brief Edition

• Main Authors: Stock, James H. (Author), Watson, Mark W. (Author)
• Format: Book
• Language: English
• Published: Boston Pearson/Addison Wesley 2008
• Subjects: Econometrics
• Online Access: Click Here to View Status and Holdings.
• Physical Description: xxvi, 379 pages illustrations 24 cm
• Bibliography: Includes bibliographical references (page 359) and index
• ISBN: 0321432517 (alkaline paper); 9780321432513 (hardback)

In keeping with their successful introductory econometrics text, Stock and Watson motivate each methodological topic with a real-world policy application that uses data, so that readers apply the theory immediately. Introduction to Econometrics, Brief, is a streamlined version of their text, including the fundamental topics, an early review of statistics and probability, the core material of regression with cross-sectional data, and a capstone chapter on conducting empirical analysis. Introduction and Review: Economic Questions and Data; Review of Probability; Review of Statistics. Fundamentals of Regression Analysis: Linear Regression with One Regressor; Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals in the Single-Regressor Model; Linear Regression with Multiple Regressors; Hypothesis Tests and Confidence Intervals in the Multiple Regressor Model; Nonlinear Regression Functions; Assessing Studies Based on Multiple Regression; Conducting a Regression Study Using Economic Data.