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

3.38  ·  Rating details ·  131 Ratings  ·  7 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 August 1st 2002)
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Keith Brown
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.
Aug 20, 2012 rated it liked it
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
Jun 07, 2011 rated it liked it
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.
Jun 18, 2009 rated it liked it
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.
Joe Cole
Feb 01, 2017 rated it it was amazing  ·  review of another edition
it's a really great book for econometrics college course
Stephen Cranney
Jun 14, 2012 rated it really liked it
Shelves: own
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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