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Introduction to Econometrics, Brief Edition 1st Edition

3.6 out of 5 stars 56 customer reviews
ISBN-13: 978-0321432513
ISBN-10: 0321432517
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Editorial Reviews

From the Back Cover

In keeping with their successful introductory econometrics text, Stock and Watson motivate each methodological topic with a real-world policy application that uses data, so that readers apply the theory immediately.Introduction to Econometrics, Brief,is a streamlined version of their text, including the fundamental topics, an early review of statistics and probability, the core material of regression with cross-sectional data, and a capstone chapter on conducting empirical analysis.

Introduction and Review:Economic Questions and Data; Review of Probability; Review of Statistics.Fundamentals of Regression Analysis:Linear Regression with One Regressor; Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals in the Single-Regressor Model; Linear Regression with Multiple Regressors; Hypothesis Tests and Confidence Intervals in the Multiple Regressor Model; Nonlinear Regression Functions; Assessing Studies Based on Multiple Regression; Conducting a Regression Study Using Economic Data.

MARKET: For all readers interested in econometrics.

 

 

About the Author

James Stock chairs the Department of Economics at Harvard University. His research focuses on empirical macroeconomics, forecasting, and econometric methods.  Among other things, he has served on the economics panel at the National Science Foundation, on the Academic Advisory Group of the Federal Reserve Bank of Boston, and as a consultant to the European Central Bank. He received his Bachelor’s degree from Yale and holds advanced degrees in statistics and economics from the University of California, Berkeley.

Mark Watson is the Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs at Princeton University and a research associate at the National Bureau of Economic Research. He is a fellow of the American Academy of Arts and Sciences and of the Econometric Society. His research focuses on time-series econometrics, empirical macroeconomics, and macroeconomic forecasting. He has served as a consultant for the Federal Reserve Banks of Chicago and Richmond. Before coming to Princeton, Watson served on the economics faculty at Harvard and Northwestern. Watson did his undergraduate work at Pierce Junior College and California State University at Northridge, completed his Ph.D. at the University of California at San Diego, and holds on honorary doctorate from the University of Bern.
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Product Details

  • Paperback: 544 pages
  • Publisher: Pearson; 1 edition (January 19, 2007)
  • Language: English
  • ISBN-10: 0321432517
  • ISBN-13: 978-0321432513
  • Product Dimensions: 7.3 x 0.9 x 9 inches
  • Shipping Weight: 1.6 pounds (View shipping rates and policies)
  • Average Customer Review: 3.6 out of 5 stars  See all reviews (56 customer reviews)
  • Amazon Best Sellers Rank: #121,828 in Books (See Top 100 in Books)

Customer Reviews

Top Customer Reviews

Format: Hardcover
The authors have adopted a very awkward approach: They exclude much statistical theory and any math beyond basic algebra, but they still try to incorporate a little bit of rigor and some formal (or quasi-formal) definitions here and there. The result is just confusing. Their unsuccessful attempt at balancing between intuition and rigor is not helped by the writing itself, which is clumsy, or the generally uninteresting examples provided. (Note: Some additional explanations and derivations are included in various appendices, but they are hard to find and generally not very detailed.) IMHO, Wooldridge's "Introductory Econometrics" does a much better job conveying the underlying concepts at a comparable level, has better examples, and is much more pleasant to read.
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Format: Paperback
This text is unusually brief when compared to most econometrics texts, and the brevity reflects the coverage of topics. Nevertheless, the authors have done a favor for those of us who have to teach regression to students without strong backgrounds in statistics, and whose interests do not take them into comparatively esoteric material.

As it is, the book does a good job of covering basic issues essential to using OLS regression for applied work in most institutional settings. The book is written so that students find it more accessible than other texts, though most still find it pretty heavy going. The book is replete with graphs and charts, clarifying important issues. Examples are numerous and instructive, as are questions for students to answer and problems for them to solve.

More and more academic majors are requiring their students to gain a working knowledge of regression analysis. Stock and Watson's book makes that task less onerous, and it recognizes that most students will not have to go beyond the core topics needed to work with useful but relatively simple models. A good book.
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Format: Hardcover
I am using this book as a self study guide to run regression on personal projects. I find that what it lacks in math rigor as compared to Wooldridge's Introductory Econometrics, it far than make up for in data interpretation. It is a mistake to use this book for students who have advanced math skills such as probability theory and multivariate calculus. But for business or just applications it is superior.
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By nc2 on October 25, 2012
Format: Hardcover Verified Purchase
One of the worst textbooks I have ever used. It talks in circles and will literally repeat itself verbatim in multiple chapters. Also, you can tell that the authors are numbers people, not words people -- most often, the topics described could be explained with HALF the number of sentences used. I took an intermediate statistics course at the same time as econometrics, and there were times I'd be reading through this book, confused for 5 pages, and then have a revelation of "OH! THAT'S that they were talking about..."
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Format: Hardcover Verified Purchase
I used this textbook for an econometrics class. Many of the concepts were explained with too much math/symbols, and not enough intuitive understanding. It would have helped to use move visuals to improve comprehension. Also, there are some typos in some of the formulas and math, so verify the author's work while you read!
Leaves much to be desired... I was lost in the lectures, so this book got me through some of the concepts, but it could have been better. (In comparison, for a previous stat course I used the book 'Statistics' by Freedman, which used excellent visuals and graphs to really drive the points home.)
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Format: Hardcover Verified Purchase
Poorly written with unclear examples. Massively redundant throughout, seemingly follows the idea that repetition of the same poor explanation will help you understand better. Material is complex enough without introducing unnecessary decipherability challenges.

If you have another option, take that option. If not, supplement (or supplant) with another book or online resources.
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Format: Hardcover
The materials in this book is organized in a strange way. Whenever I try to find something in this book, it always makes me confused. For those good at math, you can just work on the math part and follow whatever PPT the instructor gives you (This book is totally unhelpful, or even detrimental to your learning). If you are confident in math, try to find PPT online from NYU or UIUC econometric courses. If you're not so confident about that, Jeffrey Wooldridge's Introductory Econometrics would be much more helpful than this one.
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Format: Hardcover
I found the book to be adequate in terms of how well-written it is, but lacking in many areas that keep it from getting anything higher than 3 stars.

My biggest gripe is that there are few examples. I really took this for granted, and didn't notice how important it was until they were taken out. In classes like math, you can easily get lost in all the notation in each formula. Examples are important because they show you how to use that formula in a real application. The book lacks examples, and this really makes it harder to understand what Stock and Watson are talkin about.

Another thing I'd like are answers to their problems. This is just useful so that you can check whether you are doing the problems at the end of the chapter right. Otherwise, you're completely clueless on how well you are doing.
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