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Introduction to Econometrics, Brief Edition James H. Stock

Introduction to Econometrics, Brief Edition By James H. Stock

Introduction to Econometrics, Brief Edition by James H. Stock


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Introduction to Econometrics, Brief Edition Summary

Introduction to Econometrics, Brief Edition: International Edition by James H. Stock

  • 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 students apply the theory immediately. Introduction to Econometrics, Brief Edition, 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.

About James H. Stock

James Stock chairs the Department of Economics at Harvard University. His research focuses on empirical macroeconomics, forecasting, and econometric methods. Among other things, he has served on the economics panel at the National Science Foundation, on the Academic Advisory Group of the Federal Reserve Bank of Boston, and as a consultant to the European Central Bank. He received his Bachelor's degree from Yale and holds advanced degrees in statistics and economics from the University of California, Berkeley.

Mark Watson is the Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs at Princeton University and a research associate at the National Bureau of Economic Research. He is a fellow of the American Academy of Arts and Sciences and of the Econometric Society. His research focuses on time-series econometrics, empirical macroeconomics, and macroeconomic forecasting. He has served as a consultant for the Federal Reserve Banks of Chicago and Richmond. Before coming to Princeton, Watson served on the economics faculty at Harvard and Northwestern. Watson did his undergraduate work at Pierce Junior College and California State University at Northridge, completed his Ph.D. at the University of California at San Diego, and holds on honorary doctorate from the University of Bern.

Table of Contents

PART ONE INTRODUCTION AND REVIEW
Chapter 1 Economic Questions and Data
1.1 Economic Questions We Examine
1.2 Causal Effects and Idealized Experiments
1.3 Data: Sources and Types

Chapter 2 Review of Probability
2.1 Random Variables and Probability Distributions
2.2 Expected Values, Mean, and Variance
2.3 Two Random Variables
2.4 The Normal, Chi-Squared, Studentt, and F Distributions
2.5 Random Sampling and the Distribution of the Sample Average
2.6 Large-Sample Approximations to Sampling Distributions

Chapter 3 Review of Statistics
3.1 Estimation of the Population Mean
3.2 Hypothesis Tests Concerning the Population Mean
3.3 Confidence Intervals for the Population Mean
3.4 Comparing Means from Different Populations
3.5 Differences-of-Means Estimation of Causal Effects
3.6 Using the t-Statistic When the Sample Size Is Small
3.7 Scatterplot, the Sample Covariance, and the Sample Correlation Using Experimental Data

PART TWO FUNDAMENTALS OF REGRESSION ANALYSIS
Chapter 4 Linear Regression with One Regressor

4.1 The Linear Regression Model
4.2 Estimating the Coefficients of the Linear Regression Model
4.3 Measures of Fit
4.5 The Sampling Distribution of the OLS Estimators
4.6 Conclusion

Chapter 5 Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals
5.1 Testing Hypotheses About One of the Regression Coefficients
5.2 Confidence Intervals for a Regression Coefficient
5.3 Regression When X Is a Binary Variable
5.5 The Theoretical Foundations of Ordinary Least Squares
5.5 The Theoretical Foundations of Ordinary Least Squares
5.6 Using the t-Statistic in Regression When the Sample Size Is Small
5.7 Conclusion

Chapter 6 Linear Regression with Multiple Regressors
6.1 Omitted Variable Bias
6.2 The Multiple Regression Model
6.3 The OLS Estimator in Multiple Regression
6.4 Measures of Fit in Multiple Regression
6.5 The Least Squares Assumptions in Multiple Regression
6.6 The Distribution of the OLS Estimators
6.7 Multicollinearity
6.8 Conclusion

Chapter 7 Hypothesis Tests and Confidence Intervals in Multiple Regression
7.1 Hypothesis Tests and Confidence Intervals for a Single Coefficient
7.2 Tests of Joint Hypotheses
7.3 Testing Single Restrictions Involving Multiple Coefficients
7.4 Confidence Sets for Multiple Coefficients
7.6 Analysis of the Test Score Data Set
7.7 Conclusion

Chapter 8 Nonlinear Regression Functions
8.1 A General Strategy for Modeling Nonlinear Regression Functions
8.2 Nonlinear Functions of a Single Independent Variable
8.4 Nonlinear Effects on Test Scores of the Student-Teacher Ratio
8.5 Conclusion

Chapter 9 Assessing Studies Based on Multiple Regression
9.1 Internal and External Validity
9.2 Threats to Internal Validity of Multiple Regression Analysis
9.3 Internal and External Validity When the Regression Is Used for Forecasting
9.4 Example: Test Scores and Class Size
9.5 Conclusion

Chapter 10 Conducting a Regression Study Using Economic Data
10.1 Choosing a Topic
10.2 Collecting the Data
10.3 Conducting Your Regression Analysis
10.4 Writing Up Your Results

Appendix
References
Answers to "Review the Concepts" Questions
Glossary
Index

Additional information

GOR006369334
9780321442963
0321442962
Introduction to Econometrics, Brief Edition: International Edition by James H. Stock
Used - Very Good
Paperback
Pearson Education (US)
2007-02-12
544
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

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