Introduction to Econometrics
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Book Description:
“Master econometrics with ‘Introduction to Econometrics’ by Mark W. Watson & James H. Stock. Dive into comprehensive content on regression, variance analysis, and more, tailored for economics and finance sectors. Essential reading for students and professionals.”
Introduction to Econometrics
Authors: Mark W. Watson, James H. Stock
Publisher: Pearson
ISBN: 978-0134461991
Synopsis: Introduction to Econometrics provides a comprehensive and up-to-date overview of econometrics, focusing on applications in economics and finance. This textbook offers a thorough grounding in fundamental principles, illustrated through real-world examples. Key topics include multiple regression, analysis of variance, time series analysis, causal inference, as well as advanced sections on nonlinear models, nonparametric methods, and high-dimensional data. Essential for students, researchers, and practitioners in economics and finance, it also serves as a great supplementary text in statistics and data science courses.
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