Introduction to Econometrics Made Easy: Stock & Watson Key Concepts (Free PDF)
The following key concepts from the book "Introduction to Econometrics" by James H. Stock ( Harvard University) and Mark W. Watson ( Princeton University) are available in PDF. You can download them from the Google Drive link given at the end of the list of key concepts provided here. PART ONE Introduction and Review 1.1 Cross-Sectional, Time Series, and Panel Data 53 2.1 Expected Value and the Mean 60 2.2 Variance and Standard Deviation 61 2.3 Means, Variances, and Covariances of Sums of Random Variables 74 2.4 Computing Probabilities and Involving Normal Random Variables 76 2.5 Simple Random Sampling and i.i.d. Random Variables 82 2.6 Convergence in Probability, Consistency, and the Law of Large Numbers 86 2.7 The Central Limit Theorem 89 3.1 Estimators and Estimates 105 3.2 Bias, Consistency, and Efficiency 105 3.3 Efficiency of Y : Y Is BLUE 107 3.4 The Standard Error of Y 113 3.5 The Terminology of Hypothesis Testing 115 3.6 Testing the Hypothesis E(Y) = μY,0 Agai...