Introduction to econometrics
From Wikiversity
 Please help develop this page
This page was created, but so far, little content has been added. Everyone is invited to help expand and create educational content for Wikiversity. If you need help learning how to add content, see the editing tutorial and the MediaWiki syntax reference. To help you get started with content, we have automatically added references below to other Wikimedia Foundation projects. This will help you find materials such as information, media and quotations on which to base the development of "Introduction to econometrics" as an educational resource. However, please do not simply copy-and-paste large chunks from other projects. You can also use the links in the blue box to help you classify this page by subject, educational level and resource type. |
|
Stock/Watson
I. INTRODUCTION AND REVIEW
Economic Questions and Data
Review of Probability
Review of Statistics
II. FUNDAMENTALS OF REGRESSION ANALYSIS
Linear Regression with One Regressor
Linear Regression with Multiple Regressors
Nonlinear Regression Functions
Assessing Studies Based on Multiple Regression
III. FURTHER TOPICS IN REGRESSION ANALYSIS
Regression with Panel Data
Regression with a Binary Dependent Variable
Instrumental Variables Regression
Experiments and Quasi-Experiments
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
V. THE ECONOMETRIC THEORY OF REGRESSION ANALYSIS
The Theory of Linear Regression with One Regressor The Theory of Multiple Regression
REFERENCES
APPENDIX : Statistical Tables
