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Introduction to econometrics / James H. Stock, Mark W. Watson.

By: Contributor(s): Series: The Addison-Wesley series in economicsPublication details: Boston : Addison-Wesley, c2011.Edition: 3rd edDescription: xlii, 785 p. : ill. ; 24 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 9780138009007 :
  • 0138009007 :
Subject(s): LOC classification:
  • HB139 .S765 2011
Contents:
Economic questions and data -- Review of probability -- Review of statistics -- Linear regression with one regressor -- Regression with a single regressor : hypothesis tests and confidence intervals -- Linear regression with multiple regressors -- Hypothesis tests and confidence intervals in multiple regression -- Nonlinear regression functions -- Assessing studies based on multiple regression -- Regression with panel data -- Regression with a binary dependent variable -- Instrumental variables regression -- Experiments and quasi-experiments -- Introduction to time series regression and forecasting -- Estimation of dynamic causal effects -- Additional topics in time series regression -- The theory of linear regression with one regressor -- The theory of multiple regression.

Economic questions and data -- Review of probability -- Review of statistics -- Linear regression with one regressor -- Regression with a single regressor : hypothesis tests and confidence intervals -- Linear regression with multiple regressors -- Hypothesis tests and confidence intervals in multiple regression -- Nonlinear regression functions -- Assessing studies based on multiple regression -- Regression with panel data -- Regression with a binary dependent variable -- Instrumental variables regression -- Experiments and quasi-experiments -- Introduction to time series regression and forecasting -- Estimation of dynamic causal effects -- Additional topics in time series regression -- The theory of linear regression with one regressor -- The theory of multiple regression.

Includes bibliographical references (p. 757-761) and index.

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