Published by Pearson (March 12, 2019) © 2019
James Stock | Mark WatsonProduct Information
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
- Prediction with Many Regressors and Big Data
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 ECONOMIC THEORY OF REGRESSION ANALYSIS
- The Theory of Linear Regression with One Regressor
- The Theory of Multiple Regression