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

3.32 of 5 stars 3.32  ·  rating details  ·  34 ratings  ·  5 reviews
In this new textbook by distinguished econometricians James H. Stock and Mark W. Watson, real-world questions and data from actual empirical studies open a window through which the vitality and relevance of econometrics come into clear focus. The breadth of topics - including an introduction to program evaluation, panel data methods, instrumental variables regression, and...more
Hardcover, Second Edition, 796 pages
Published July 31st 2006 by Addison Wesley (first published March 15th 2006)
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Joecolelife
Mar 24, 2011 Joecolelife rated it 5 of 5 stars
Recommended to Joecolelife by: www.CocoMartini.com Online Bookstore
This is a great and well written book with clear examples. It is very readable.

When I took intro econometrics in colleges, I zoned out a lot in class and never understood anything. All the metrics I learned were from reading this text. Chapters 4 and 5 (Linear and Multiple Regression) is particularly good and sets a firm foundation of understanding. Clear, easy to understand, with great examples!

I've never used the Woolridge text so I can't comment on that, but this book is superb for understa...more
Joseph
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.
Jake Losh
Stock's Introduction to Econometrics is probably the best undergrad text I've found on regression, explaining even some fairly advanced topics in an accessible way. I've used it extensively to try to understand some of the hairier concepts I've been dealing with in my first-year grad sequence.
Eric
This book is appropriate as a gentle introduction to econometrics (the application of statistical methods to economic theory). The book is well-written and the authors focus on insuring that the book does not fly over the heads of beginners.
Stephen Cranney
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.
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