Customer Reviews

Econometric Analysis

5 star:		(3)
4 star:		(1)
3 star:		(2)
2 star:		(5)
1 star:		(0)

 

 

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.

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

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.

Greene covers all of the major aspects of econometrics, but often makes the topics more difficult than is necessary. This book is definitely not for beginners; it is difficult even at the PhD level. Greene is a good choice for someone who already has in-depth knowledge of this topic

Greene is NOT a very good book. However it not a bad one either.

It is only a comprehensive book on Econometrics, more suitable for applied economists for a quick review.

I do not like the author's style of presenting the proof before the theorem. This makes it difficult and confusing to follow.

Before buying it, the customer should take a look at a more recent, well organized, great competitor, and better book both for practitioners and a more theoretical econometrists:

Ruud, Arthur. An Introduction to Classical Econometric Theory.

Greene is a brilliant econometrician and this text offers a good treatment of the subject. The adherence to matrix notation, however, is cumbersome and often obscures the significance of the topics. This treatment of econometrics is not for the weak-minded and one should master vector notation before venturing into these dangerous waters.

Despite what is said above, this is a superbly laid out and extremely useful text. If I were stuck on a desert island and could only take one econometrics book, it would be this one for a variety of reasons: completeness, quality of examples, depth, and generalizability. Working in this area without the linear algebra would be a serious handicap anyways. Prentice Hall will sort out the typos eventually, I'm presume, and then we'll all be happier.

Bill Greene's book is one of the best econometric texts available. It is not, however, a 'cookbook' that allows a 'user' of econometric software to simply plug and play. This is a book for graduate study or, at the very least, advanced undergraduates who are comfortable with mathematical statistics. It will also serve those who want to be updated on the most recent (and there are many) advances in the field. Well written and showing once again that Greene knows his stuff.

This is a book for advanced graduate student... It's really not concrete.....

Johnston-Dinardio do a much better job as giving the intuitution to the student

Very impressive- it has everything. Found more here than in any other textbook. Quite thorough and in-depth: decidedly not for beginners. A must have-on the shelf of any serious student or practitioner of Econometrics. This is as close to a Bible of Econometrics as I've seen.