Econometrics
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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 REVIEWChapter 1 Economic Questions and DataChapter 2 Review of ProbabilityChapter 3 Review of StatisticsPART TWO: FUNDAMENTALS OF REGRESSION ANALYSISChapter 4 Linear Regression with One RegressorChapter 5 Regression with a Single Regressor: Hypothesis Tests and Confidence IntervalsChapter 6 Linear Regression with Multiple RegressorsChapter 7 Hypothesis Tests and Confidence Intervals in Multiple RegressionChapter 8 Nonlinear Regression FunctionsChapter 9 Assessing Studies Based on Multiple RegressionPART THREE: FURTHER TOPICS IN REGRESSION ANALYSISChapter 10 Regression with Panel DataChapter 11 Regression with a Binary Dependent VariableChapter 12 Instrumental Variables RegressionChapter 13 Experiments and Quasi-ExperimentsPART FOUR: REGRESSION ANALYSIS OF ECONOMIC TIME SERIES DATAChapter 14 Introduction to Time Series Regression and ForecastingChapter 15 Estimation of Dynamic Causal EffectsChapter 16 Additional Topics in Time Series RegressionPART FIVE: THE ECONOMETRIC THEORY OF REGRESSION ANALYSISChapter 17 The Theory of Linear Regression with One RegressorChapter 18 The Theory of Multiple RegressionAppendix: Statistical Tables
