James H. Stock, Harvard University, Mark W. Watson, Princeton University.
EDITION STATEMENT
Edition Statement
Third edition update.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Boston :
Name of Publisher, Distributor, etc.
Pearson,
Date of Publication, Distribution, etc.
[2015]
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xliii, 790 pages :
Other Physical Details
illustrations ;
Dimensions
24 cm
SERIES
Series Title
The Pearson series in economics
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (pages 765-769) and index.
CONTENTS NOTE
Text of Note
Part I. Introduction and Review -- Economic Questions and Data -- Review of Probability -- Review of Statistics -- Part II. Fundamentals of Regression Analysis -- 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 -- Part III. Further Topics in Regression Analysis -- Regression with Panel Data -- Regression with a Binary Dependent Variable -- Instrumental Variables Regression -- Experiments and Quasi-Experiments -- Part IV. Regression Analysis of Economic Time Series Data -- Introduction to Time Series Regression and Forecasting -- Estimation of Dynamic Causal Effects -- Additional Topics in Time Series Regression -- Part V. The Econometric Theory of Regression Analysis -- The Theory of Linear Regression with One Regressor -- The Theory of Multiple Regression.