Introduction to econometrics

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Addison Wesley, 2003 - Business & Economics - 696 pages
4 Reviews
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 econometrics and of the relationships on which people, businesses, and governments base their decisions. Theory is closely matched to the applications--illuminating the vitality and relevance of econometrics, and the choice of topics--including an introduction to program evaluation; panel data methods; instrumental variables regression; and regression with time series data--reflects the best of contemporary applied econometrics. This text is designed for the Introductory Econometrics course. The goal of Introduction to Econometrics is to provide the most modern treatment of econometrics available, using theory and applications that match real-world theory and data.

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Review: Introduction to Econometrics (Addison-Wesley Series in Economics)

User Review  - Joseph - Goodreads

This is a decent undergraduate econometrics textbook, but I think that "Introductory Econometrics: A Modern Approach" by Jeffrey Wooldridge is a much better choice for learning econometrics. For this book, the Introduction to Econometrics website provides some useful links and resources. Read full review

Review: Introduction to Econometrics (Addison-Wesley Series in Economics)

User Review  - Stephen Cranney - Goodreads

People who have a knack for statistics tend to not have one for explaining statistics, but this book is one of the most accessible textbooks out there. Thorough but readable. Read full review


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About the author (2003)

James H. Stock is Professor of Economics in the Department of Economics at Harvard University. Previously he was the Roy E. Larson Professor of Political Economy at the Kennedy School of Government, Harvard, and Professor of Economics at the University of California, Berkeley. He has written more than 90 professional publications, including a popular undergraduate econometrics textbook (co-authored by Mark Watson). He is a Fellow of the Econometric Society, the former chair of the Board of Editors of The Review of Economics and Statistics, and is a Research Associate of the National Bureau of Economic Research. Stock did his graduate work at the University of California, Berkeley, where he obtained an MA in Statistics and a PhD from the Economics Department under the supervision of Thomas J. Rothenberg.

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