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Introduction to Econometrics, 2nd Edition (Addison-Wesley Series in Economics)

Introduction to Econometrics, 2nd Edition (Addison-Wesley Series in Economics)
Author: James H. Stock - Mark W. Watson
ISBN 13: 9780321278876
ISBN 10: 321278879
Edition: 2nd
Publisher: Pearson
Publication Date: 2006-07-31
Format: Hardcover
Pages: 796
List Price: $210.00

Econometricians Stock (Harvard) and Watson's (Princeton) textbook would suit a first course in undergraduate econometrics or an advanced undergraduate course to which students bring a strong mathematical preparation, or a master's level course in the topic. Important features of the text are its integration of real-world questions and data into the development of the theory, its selection of topics reflecting modern theory and practice, and its provision of theory and assumptions to match the applications. Coverage includes an overview of the topic, regression analysis, extensions of regression methods, regression analysis of economic time series data, and an introduction to econometric theory. Annotation (c)2003 Book News, Inc., Portland, OR