Customer Reviews

Econometrics

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

 

 

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.

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!

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

I agree with the guy that rated this book only one star. If I had the opportunity I would have given less than one star. There is nothing in this book that has not already been covered in other books of econometrics. You want time series? Buy Hamilton. You want panel? Buy Baltagi. You want statistics? Buy Mood.I only got a big confusion going back and forth between chapters.If you need a list of references on each topic, ask your econometrics instructor and save the money of this book.

Econometrics by Peracchi is a very bad book. A big job should be done to improve it.

I've never read a worse book of econometrics. It is not consequential, it has a bias toward microeconomics, it is confusing and it looks like a book of dogmas rather than a scientific book. If you're buying this book, it means that the author is your teacher: it is even worse than the book itself!