Introduction to Econometrics
Econometrics comes alive with Introduction to Econometrics!
This new, much-anticipated text teaches students how to become sophisticated consumers of econometrics. The authors focus on empirical analysis and integrate large data sets and modern, real-world questions into the theoretical development of the text.
The intuitive approach of Introduction to Econometrics uses interesting applications to motivate theory, and theory to match the applications. Students come away with a thorough understanding of econometics and of the relationships on which people, businesses, and governments base their decisions.
I. INTRODUCTION AND REVIEW.
1. Economic Questions and Data.
2. Review of Probability.
3. Review of Statistics.
II. FUNDAMENTALS OF REGRESSION ANALYSIS.
4. Linear Regression with One Regressor.
5. Linear Regression with Multiple Regressors.
6. Nonlinear Regression Functions.
7. Assessing Studies Based on Multiple Regression.
III. FURTHER TOPICS IN REGRESSION ANALYSIS.
8. Regression with Panel Data.
9. Regression with a Binary Dependent Variable.
10. Instrumental Variables Regression.
11. Experiments and Quasi Experiments.
IV. REGRESSION ANALYSIS OF ECONOMIC TIME SERIES DATA.
12. Introduction to Time Series Regression and Forecasting.
13. Estimation of Dynamic Causal Effects.
14. Additional Topics in Time Series Regression.
V. THE ECONOMETRIC THEORY OF REGRESSION ANALYSIS.
15. The Theory of Linear Regression with One Regressor.
16. The Theory of Multiple Regression.
Appendix: Statistical Tables.