Econometrics [Hardcover]

Franco Peracchi (Author)

Book Description

Publication Date: January 12, 2001 | ISBN-10: 0471987646 | ISBN-13: 978-0471987642 | Edition: 1

In Econometrics the author has provided a text that bridges the gap between classical econometrics (with an emphasis on linear methods such as OLS, GLS and instrumental variables) and some of the key research areas of the last few years, including sampling problems, nonparametric methods and panel data analysis. Designed for advanced undergraduates and postgraduate students of the subject, Econometrics provides rigorous, yet accessible, coverage of the subject.
Key features include:
* A unified approach to statistical estimation emphasising the analogy (or bootstrap) principle
* An introduction to bootstrap and jackknife methods for assessing the accuracy of an estimator
* Detailed discussion of nonparametric methods for estimating density and regression of functions
* Emphasis on diagnostic procedures and on prediction criteria for evaluating the results fo statistical analysis
* An introduction to linear exponential family and generalized linear models
* A thorough discussion of robustness in statistical sense

Editorial Reviews

From the Back Cover

In Econometrics the author has provided a text that bridges the gap between classical econometrics (with an emphasis on linear methods such as OLS, GLS and instrumental variables) and some of the key research areas of the last few years, including sampling problems, nonparametric methods and panel data analysis. Designed for advanced undergraduate and postgraduate students of the subject, Econometrics provides rigorous, yet accessible, coverage of the subject.

Key features include:
* A unified approach to statistical estimation emphasising the analogy (or bootstrap) principle
* An introduction to bootstrap and jackknife methods for assessing the accuracy of an estimator
* Detailed discussion of nonparametric methods for estimating density and regression functions
* Emphasis on diagnostic procedures and on prediction criteria for evaluating the results of statistical analysis
* An introduction to linear exponential family and generalized linear models
* A thorough discussion of robustness in statistical sense.

About the Author

Franco Peracchi is a Professor of Econometrics at Tor Vergata University in Rome. he received an MSc in Econometrics from the London School of Economics in 1983 and a PhD in Economics from Princeton University in 1987. His research interests include econometric theory and methods, nonparametric and robust statistical methods, and labour economics. His work has been published in leading econometric and statistical journals.

Product Details

• Hardcover: 702 pages
• Publisher: Wiley; 1 edition (January 12, 2001)
• Language: English
• ISBN-10: 0471987646
• ISBN-13: 978-0471987642
• Product Dimensions: 9.2 x 6.1 x 1.6 inches
• Shipping Weight: 3.2 pounds (View shipping rates and policies)
• Average Customer Review: 2.7 out of 5 stars  See all reviews (6 customer reviews)
• Amazon Best Sellers Rank: #3,261,664 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

5 of 6 people found the following review helpful:

4.0 out of 5 stars This book is reasonably good, but may be difficult for beginners, August 24, 2005

By 

Woojin Lee (Amherst, MA USA) - See all my reviews
(REAL NAME)   

This review is from: Econometrics (Hardcover)

I personally find the book reasonably good. The book is rigorous, and provides sound theoretical foundations, although it contains a few typos. The book also contains some extensive survey of frontier topics, such as nonparametric estimation and adpative estimation, which is another plus of this book. I personally learned a lot from this book.
There are some shortcomings, though.
First, the book may be too difficult (or too mathematical) for beginners. It should be used for students who have taken an introductory econometric course at the graduate level.
Second, it is currently too expensive.
Third, there are not many applications or examples.

4 of 6 people found the following review helpful:

5.0 out of 5 stars USA Student, September 6, 2002

By A Customer

This review is from: Econometrics (Hardcover)

It seems to me that the "A Reader from the USA" is drivven by personal reason, maybe because he didn't get the grade he was looking for. I personally find the book one of the best that you can find. It covers many topics and, which is great and helpful, has a reference guide at the end of each chapter. The best way to know which paper are the first you should read.
It starts with Ordinary Least Squares, with a good statistical background. It then makes an obvious step explaining where OLS could fail, and how the reseracher should act in this case.
The book covers also new research areas, giving a good introduction to the Bootstrapping, to Panel-Data analysis and to Limited Dependent Variables. I highly recommend this book!

4.0 out of 5 stars rather good, April 2, 2010

By 

Simone Salvadei (Rome, Italy) - See all my reviews
(REAL NAME)   

Amazon Verified Purchase

This review is from: Econometrics (Hardcover)

Book in rather good conditions, the cover is just al little scratched but the interior is pretty good.
Well done!