Skip to main content

Applied Econometrics and Data Analysis by Sanjiv Jaggia, Alison Kelly and Roberto Pedace

ISBN10: 1264969724 | ISBN13: 9781264969722

2027 Release

Product not yet available for student view. Change to an older release to view student options.

Loose-Leaf Purchase
Purchase available 01/12/27
ISBN10: 1264969724 | ISBN13: 9781264969722
  • Unbound loose-leaf version of full text
  • Discount loose-leaf available within Connect
$196.99
Hardcopy
Purchase available 01/12/27
ISBN10: 126674326X | ISBN13: 9781266743269

Complete text bound in hardcover or softcover

$93.33

Note: Connect can only be used if assigned by your instructor. 

Connect 180 Days Access (Standard)
ISBN10: 1266464417 | ISBN13: 9781266464416
  • Digital access to a comprehensive online learning platform
  • Includes homework, study tools, eBook, and adaptive assignments
  • Download the free ReadAnywhere app to access the eBook offline
  • Check with your instructor to see if a discounted loose-leaf version is available for purchase within Connect for an additional charge.
$152.18

Print Details

Available for Purchase on 01/12/27
ISBN10: 1264969724 | ISBN13: 9781264969722

Print Features:

  • Free instructor sample copy
  • Hardcopy and softcover formats available

Connect Details

ISBN10: 1266464417 | ISBN13: 9781266464416

Connect Features:

  • Integrates in your LMS.
  • Prebuilt courses, presentation slides and instructor resources.
  • Test question banks, adaptive assignments, essay prompts, video content and more interactive exercises specific to your course subject.
  • eBook access (with included ReadAnywhere app).
  • Print book add-on availability.
  • Remote proctoring.
Take a Tour Learn More

* The estimated amount of time this product will be on the market is based on a number of factors, including faculty input to instructional design and the prior revision cycle and updates to academic research-which typically results in a revision cycle ranging from every two to four years for this product. Pricing subject to change at any time.

Instructor Quick Actions

Contact a Rep Find a local rep best suited for you.
Find Rep

Product Information

Applied Econometrics and Data Analysis redefines how econometrics is taught, shifting from theoretical proofs to hands-on empirical work that mirrors real-world practice. It prepares students to work confidently with data cleaning, modeling, and drawing meaningful conclusions using modern tools such as R and Stata. The text emphasizes applied reasoning alongside a rigorous approach to causal inference, equipping students to assess economic relevance, question underlying assumptions, and communicate insights clearly. Interactive exercises, varied datasets, and McGraw Hill Connect® combine to deliver an active learning experience built on rigorous editorial standards.

1. Introduction to Econometrics
2. Data Preparation
3. Review of Probability and Statistics
4. Fundamentals of Regression Analysis
Appendix 4.1 Derivation of the OLS Estimators
Appendix 4.2 Statistical Properties of the OLS Estimator
5. Inference with Regression Models
6. More Topics in Regression Analysis
7. Violations of Assumptions and Remedies
8. Binary Choice Models
Appendix 8.1 Latent Variable Framework for Logit and Probit Models
Appendix 8.2 Maximum Likelihood Estimation
9. Panel Data Analysis
10. Causal Inference: Part I
11. Causal Inference: Part II
12. Forecasting with Time Series Data
Appendixes
A. Data Dictionary for Big Data
B. Getting Started with R
C. Getting Started with Stata
D. Guide to Applied Econometrics Projects
Glossary

About the Author

Sanjiv Jaggia

Sanjiv Jaggia is a professor of economics and finance at California Polytechnic State University in San Luis Obispo. Dr. Jaggia holds a Ph.D. from Indiana University and is a Chartered Financial Analyst (CFA®). He enjoys research in statistics and data analytics applied to a wide range of business disciplines. Dr. Jaggia has published numerous papers in leading academic journals and has co-authored three successful textbooks, two in business statistics and one in business analytics. His ability to communicate in the classroom has been acknowledged by several teaching awards. Dr. Jaggia resides in San Luis Obispo with his wife and daughter. In his spare time, he enjoys cooking, hiking, and listening to a wide range of music. 

Alison Kelly

Alison Kelly is a professor of economics at Suffolk University in Boston. Dr. Kelly holds a Ph.D. from Boston College and is a Chartered Financial Analyst (CFA®). Dr. Kelly has published in a wide variety of academic journals and has co-authored three successful textbooks, two in business statistics and one in business analytics. Her courses in applied statistics and econometrics are popular with students as well as working professionals. She has also served as a consultant for a number of companies; her most recent work focused on how large financial institutions satisfy requirements mandated by the Dodd-Frank Act. Dr. Kelly resides in Hamilton, Massachusetts, with her husband, daughter, and son. In her spare time, she enjoys exercising and gardening. 

Roberto Pedace

Roberto Pedace is a professor and the Dr. Taro Yamane Chair in Economics at Scripps College in Claremont, California.  He holds a Ph.D. in economics from the University of California, Riverside.  Dr. Pedace’s research focuses on labor and personnel economics and addresses a variety of issues, including the effects of immigration on domestic labor markets, the impact of minimum wages, salary determination in professional sports, and personnel decisions in markets for movie actors.  His published work appears in the Southern Economic Journal, the Journal of Sports Economics, Contemporary Economic Policy, Industrial Relations, and other outlets.  He is also the author of Econometrics for Dummies, a trusted introduction to econometrics for students at every level.

Accessibility

Creating accessible products is a priority for McGraw Hill. We make accessibility and adhering to WCAG AA guidelines a part of our day-to-day development efforts and product roadmaps.

For more information, visit our accessibility page, or contact us at accessibility@mheducation.com

Need support?   We're here to help - Get real-world support and resources every step of the way.

Top