Introduction to Econometrics
Designed for a first course in introductory econometrics, Introduction to Econometrics, reflects modern theory and practice, with interesting applications that motivate and match up with the theory to ensure students grasp the relevance of econometrics. Authors James H. Stock and Mark W. Watson integrate real-world questions and data into the development of the theory, with ser...
Designed for a first course in introductory econometrics, Introduction to Econometrics, reflects modern theory and practice, with interesting applications that motivate and match up with the theory to ensure students grasp the relevance of econometrics. Authors James H. Stock and Mark W. Watson integrate real-world questions and data into the development of the theory, with serious treatment of the substantive findings of the resulting empirical analysis.
James H. Stock，普林斯頓大學(xué)經(jīng)濟(jì)系教授。加州大學(xué)伯克利分校經(jīng)濟(jì)學(xué)博士，曾任教于加州大學(xué)伯克利分校及哈佛大學(xué)肯尼迪政府學(xué)院。研究領(lǐng)域?yàn)榻?jīng)濟(jì)計(jì)量方法、宏觀經(jīng)濟(jì)預(yù)測(cè)、貨幣政策等，曾發(fā)表論文90多篇，并出版若干其他專著。
Mark W. Watson，普林斯頓大學(xué)經(jīng)濟(jì)系教授，他與 James H. Stock 都是計(jì)量經(jīng)濟(jì)學(xué)領(lǐng)域中的權(quán)威，尤其以時(shí)間序列的研究最為出眾。