Econometric Analysis [Hardcover]

William H. Greene (Author)

Editorial Reviews

From the Publisher

This text introduces students to applied econometrics-including basic techniques in regression analysis and some of the rich variety of models that are used.

From the Back Cover

Key Benefit: This book introduces students to applied econometrics including basic techniques in regression analysis and some of the rich variety of models that are used. Key Topics: Includes self-contained summaries of the matrix algebra, statistical theory, and mathematical statistics used in the book. Covers Estimator, ML, GMM, and 2 step; Panel data, heteroscedasticity, qualitative responsive models, limited dependent variables, and emphasizes nonlinear models. Also discusses current topics in applied econometrics, such as GMM estimation methods, Lagrange multiplier tests, and time series analysis.

Product Details

• Hardcover: 1075 pages
• Publisher: Prentice Hall College Div; 3rd edition (March 20, 1998)
• Language: English
• ISBN-10: 0023466022
• ISBN-13: 978-0023466021
• Product Dimensions: 9.3 x 7.3 x 1.9 inches
• Shipping Weight: 3.8 pounds
• Average Customer Review: 3.2 out of 5 stars  See all reviews (11 customer reviews)
• Amazon Best Sellers Rank: #1,096,663 in Books (See Top 100 in Books)

Customer Reviews

Most Helpful Customer Reviews

31 of 37 people found the following review helpful:

5.0 out of 5 stars Matrix and Vector BONANZA!, November 17, 1998

By A Customer

This review is from: Econometric Analysis (Hardcover)

The comments noting Greene's notational prowess are certainly accurate, at least in my experience of the text. If you are hunting for THE book on econometrics, particularly cross-section and panel, then Greene's is the place to turn. One would be hard pressed to find much that Greene doesn't cover, except for advanced Time-Series Econometrics. (If you are looking for an outstanding Time-Series text that is very rigorous, pick up Hamilton's "Time-Series Analysis." But this is not for the faint-hearted. An easier, but much less complete text on Time-Series is Walter Enders' Applied Econometric Time-Series.)

A terrific textbook lineup for a 1st-2nd semester graduate course in econometrics is Greene's Econometric Analysis and Peter Kennedy's Guide to Econometrics.

8 of 8 people found the following review helpful:

2.0 out of 5 stars A very comprehensive but poorly organized book, March 28, 1999

By A Customer

This review is from: Econometric Analysis (Hardcover)

The book includes almost everything but is very poor in organization. Some of the topics (which should appear in one chapter or one section) are scattered in different places. This makes the readers difficult to get the macro view of econometrics.

Also, there are many printing errors in the Prentice Hall International edition, although some of the amendments can be found in the author's web site.

LAW Ka Chung

7 of 8 people found the following review helpful:

2.0 out of 5 stars A teacher's reference book, October 15, 1999

By A Customer

This review is from: Econometric Analysis (Hardcover)

A teacher's reference book, that's all it is. A good reference book, but nonetheless of little pedagogycal importance for the student of econometrics.