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Introduction to Econometrics, Third Edition

$174.50 each

James H. Stock and Mark W. Watson
Publisher: Pearson Education
Copyright: 2011
ISBN-13: 978-0-13-800900-7
Pages: 785; hardcover
Price: $174.50

Comment from the Stata technical group

Introduction to Econometrics, Third Edition, by James H. Stock and Mark W. Watson, is a real page-turner. By ingeniously introducing statistical methods as a means of answering four interesting empirical questions, the authors have written a rigorous text that makes you want to keep reading to find out how the story ends. The authors use the excitement generated by the questions as a springboard for an excellent introduction to estimation, inference, and interpretation in econometrics.

The text makes advanced statistical concepts easily understandable. For instance, the current econometric approach to analyzing linear models combines assumptions on the conditional moments of random variables and large-sample theory to derive estimators and their properties. This textbook provides an accessible introduction to this technique and its application to cross-sectional data, panel-data, and time-series regression.

The coverage and level of this text make it an excellent choice for undergraduate study or as a supplement to advanced courses.

The third edition includes new material on the potential-outcomes framework, regression discontinuity design methods, and missing-data problems. These new sections provide a stepping-stone into modern econometrics because they use the same first-principles logic applied in much of modern econometrics.

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