Introduction to Econometrics (3rd Edition)

by

James H. Stock, Harvard University
Mark W. Watson, Princeton University

Please visit the Pearson Education website for
updated slides.

Table of Contents


I. INTRODUCTION AND REVIEW

1. Economic Questions and Data
2. Review of Probability
3. Review of Statistics

II. FUNDAMENTALS OF REGRESSION ANALYSIS

4. Linear Regression with One Regressor
5. Linear Regression with Multiple Regressors
6. Nonlinear Regression Functions
7. Assessing Studies Based on Multiple Regression

III. FURTHER TOPICS IN REGRESSION ANALYSIS

8. Regression with Panel Data
9. Regression with a Binary Dependent Variable
10. Instrumental Variables Regression
11. Experiments and Quasi-Experiments

IV. REGRESSION ANALYSIS OF ECONOMIC TIME SERIES DATA

12. Introduction to Time Series Regression and Forecasting
13. Estimation of Dynamic Causal Effects
14. Additional Topics in Time Series Regression

V. THE ECONOMETRIC THEORY OF REGRESSION ANALYSIS

15. The Theory of Linear Regression with One Regressor
16. The Theory of Multiple Regression