Introduction to Econometrics

by James H. Stock, Mark W. Watson

For courses in introductory econometrics. This package includes MyLab Economics. Engaging applications bring the theory and practice of modern econometrics to life Ensure students grasp the relevance of econometrics with Introduction to Econometrics -- the text that connects modern theory and practice with motivating, engaging applications. The 4th Edition maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around. The text incorporates real-world questions and data, and methods that are immediately relevant to the applications. With very large data sets increasingly being used in economics and related fields, a new chapter dedicated to Big Data helps students learn about this growing and exciting area. This coverage and approach make the subject come alive for students and helps them to become sophisticated consumers of econometrics. Also available with MyLab Economics By combining trusted author content with digital tools and a flexible platform, MyLab™ personalizes the learning experience and improves results for each student.
You are purchasing a standalone product; MyLab Economics does not come packaged with this content. Students, if interested in purchasing this title with MyLab Economics, ask your instructor to confirm the correct package ISBN and Course ID. Instructors, contact your Pearson representative for more information.
If you would like to purchase both the physical text and MyLab Economics, search 0134610989 / 9780134610986 Introduction to Econometrics Plus MyLab Economics with Pearson eText -- Access Card Package, 4/e Package consists

Genres: Economics, Textbooks, Nonfiction, Mathematics, Finance, Academic, Read For School

800 pages, Hardcover

First published August 1, 2002

Reviews

[José · Rating 1 out of 5]

odio estos numeritos que absoluto coñazo

[Matt · Rating 4 out of 5]

I'm going to wait to rate this until after I read Wooldridge's book. But my first thoughts are mostly positive.

[Jack · Rating 2 out of 5]

It's not good. If you already understand what's going on, it seems like a decent textbook, but Stock & Watson often lack clarity in their explanations. This book is 1) nearly impossible to skim because of the writing style 2) very bad in terms of making connections to other theories and applications and ideas 3) devoid of metaphor and 4) bad at concisely explaining equations. A good mathematical textbook gives you an important equation and then explains it for the next paragraph, telling you what all the variables mean, what happens if some of them change, what this means, etc. S&W often don't even tell you what variables mean, and you might have to go three pages back in the book to figure out that the variable p is supposed to stand for "the number of lags." And the amount of times they say something like "and we can prove this because it's just like equation (8.7)," and then don't even mention what equation 8.7 is infuriating. They expect you to go back 200 pages to equation 8.7 (which, by the way, has no concise explanation, so you're going to need to read the five pages around equation 8.7 to figure out what it means). It's like reading a research paper that leaves page numbers without quotations--it treats me like I'm too stupid to do the thinking myself.

[Walid A. Abdalla · Rating 5 out of 5]

This book is the best start to those who are intersted in the fields of econometrics. You need the fundamentals of statistics to get most out ou it.

[Andreas Engström · Rating 3 out of 5]

Introduction to econometrics

[Keith Brown · Rating 2 out of 5]

Although I've nothing to compare it against, the book lacks usability. Too much of the rendering of equations is written in block text rather than using any diagrams. There are other points where equations are re-render/substituted/expanded/simplified without explanation. One is left to figure out these leaps on his own. That's not instruction or elucidation. Typical academic fair whereby the author is too far removed from his audience (an introductory one) so that much is lost.

[Joseph · Rating 3 out of 5]

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.

[Eric · Rating 3 out of 5]

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.

[Jake Losh · Rating 3 out of 5]

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.

[Stephen Cranney · Rating 4 out of 5]

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.

[Joe Cole · Rating 5 out of 5]

it's a really great book for econometrics college course

[Anh Le]

I want to read this book