NLSUI OPAC header image
Local cover image
Local cover image

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

By: Contributor(s): Publication details: Chennai; Pearson India Education, 2025.Edition: Third edition. Tenth impressionDescription: 836 pages; 25 cmISBN:
  • 9789352864501 (paperback)
Subject(s): DDC classification:
  • 330.015195 STO-1
Contents:
Part I. Introduction and Review: 1. Economic Questions and Data - 2. Review of Probability - 3. Review of Statistics - Part II. Fundamentals of Regression Analysis: 4. Linear Regression with One Regressor - 5. Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals - 6. Linear Regression with Multiple Regressors - 7. Hypothesis Tests and Confidence Intervals in Multiple Regression - 8. Nonlinear Regression Functions - 9. Assessing Studies Based on Multiple Regression - Part III. Further Topics in Regression Analysis: 10. Regression with Panel Data - 11. Regression with a Binary Dependent Variable - 12. Instrumental Variables Regression - 13. Experiments and Quasi-Experiments - Part IV. Regression Analysis of Economic Time Series Data: 14. Introduction to Time Series Regression and Forecasting - 15. Estimation of Dynamic Causal Effects - 16. Additional Topics in Time Series Regression - Part V. The Econometric Theory of Regression Analysis: 17. The Theory of Linear Regression with One Regressor - 18. The Theory of Multiple Regression.
Summary: Introduction to Econometrics is designed for a first course in undergraduate econometrics. It differs from other textbooks in three main ways. First, it integrates real-world questions and data into the development of the theory. Second, choice of topics reflects modern theory and practice. Third, theory and assumptions that are provided match the applications. Aim of this text is to teach students to become sophisticated consumers of econometrics and to do so at a level of mathematics appropriate for an introductory course. The Third Edition Update maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around.
Star ratings
    Average rating: 0.0 (0 votes)
Holdings
Item type Current library Shelving location Call number Materials specified Status Notes Barcode
BOOKs NLS Circulation Counter 330.015195 STO-1 (Browse shelf(Opens below)) PB Available Recommended by Prof. Dr. T S Somashekar 40916
BOOKs NLS Circulation Counter 330.015195 STO-2 (Browse shelf(Opens below)) PB Available Recommended by Prof. Dr. T S Somashekar 40917

Part I. Introduction and Review:
1. Economic Questions and Data -
2. Review of Probability -
3. Review of Statistics -
Part II. Fundamentals of Regression Analysis:
4. Linear Regression with One Regressor -
5. Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals -
6. Linear Regression with Multiple Regressors -
7. Hypothesis Tests and Confidence Intervals in Multiple Regression -
8. Nonlinear Regression Functions -
9. Assessing Studies Based on Multiple Regression -
Part III. Further Topics in Regression Analysis:
10. Regression with Panel Data -
11. Regression with a Binary Dependent Variable -
12. Instrumental Variables Regression -
13. Experiments and Quasi-Experiments -
Part IV. Regression Analysis of Economic Time Series Data:
14. Introduction to Time Series Regression and Forecasting -
15. Estimation of Dynamic Causal Effects -
16. Additional Topics in Time Series Regression -
Part V. The Econometric Theory of Regression Analysis:
17. The Theory of Linear Regression with One Regressor -
18. The Theory of Multiple Regression.

Introduction to Econometrics is designed for a first course in undergraduate econometrics. It differs from other textbooks in three main ways. First, it integrates real-world questions and data into the development of the theory. Second, choice of topics reflects modern theory and practice. Third, theory and assumptions that are provided match the applications. Aim of this text is to teach students to become sophisticated consumers of econometrics and to do so at a level of mathematics appropriate for an introductory course.
The Third Edition Update maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around.

Click on an image to view it in the image viewer

Local cover image