Econometrics in Theory And Practice: Analysis

This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text for those who wish to learn and apply econometric analysis in empirical research. The level of presentation is as simple as possible to make it useful for undergraduates as well as graduate students. It contains several examples with real data and Stata programmes and interpretation of the results.

Modern apparatuses allow us to collect samples of functional data, mainly curves but also images. On the other hand, nonparametric statistics produces useful tools for standard data exploration.

Econometrics theory, derivations, proofs, hypothesis testing, diagnostic tests

This book is useful reference by bringing together some of the latest developments in the field of econometrics, and contains quantitative examples and problem sets. This book provides extensive and accessible explanations of the existing econometric methods.

By James H. Stock, Mark W. Watson