Detalles del Título
Detalles del Título

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Título Introduction to econometrics. - Tercera edición.Libros / Impreso - Libros
Autor(es) Stock, James H. (Autor)
Watson, Mark W. (Autor)
Publicación Boston, Massachusetts : Addison-Wesley Publishing Company, ©2011
Descripción Física xlii, 785 páginas : ilustraciones ; 24 cm.
Idioma Inglés;
Series The Addison-Wesley Series in Economics
ISBN 0138009007
Clasificación(es) 330.015195
ECONOMIA
Materia(s) Econometría;
Nota(s) Incluye referencias bibliográficas e índice
CONTENIDO: Introduction and Review. Economic Questions and Data -- Review of Probability --Review of Statistics -- 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 -- Further Topics in Regression Analysis. Regression with Panel Data -- Regression with a Binary Dependent Variable -- Instrumental Variables Regression -- Experiments and Quasi-Experiments -- 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 -- The Econometric Theory of Regression Analysis. The Theory of Linear Regression with One Regressor -- The Theory of Multiple Regression -- Appendix 1. Summary of Matrix Algebra -- Appendix 2. Multivariate Distributions --
Appendix 3. Derivation of the Asymptotic Distribution of ß -- Appendix 4. Derivations of Exact Distributions of OLS Test Statistics with Normal Errors -- Appendix 5. Proof of the Gauss-Markov Theorem for Multiple Regression -- Appendix 6. Proof of Selected Results for IV and GMM Estimation.
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103689Biblioteca Universidad Icesi2330.015195/S864iDisponibleCol. Alt Tra