Introduction to Econometrics [Paperback]

Christopher Dougherty (Author)

Book Description

ISBN-10: 0199280967 | ISBN-13: 978-0199280964 | Publication Date: March 30, 2007 | Edition: 3

Introduction to Econometrics provides an introduction to econometrics using analytical and intuitive methods of the classical linear regression model. Mathematical notation is kept simple and step-by-step explanations of mathematical proofs are provided to facilitate learning. The text also provided to facilitate learning. The text also contains a large number of practical exercises, enabling students to practice what they have learned.

This new edition has been substantially updated and revised with the inclusion of new material on specification tests, binary choice models, tobit analysis, sample selection bias, nonstationary time series, and unit root tests and basic cointegration. The new edition is also accompanied by a website with Powerpoint slideshows giving a parallel graphical treatment of topics treated in the book, cross-section and time series data sets, manuals for practical exercises, and lecture note extending the text.

Editorial Reviews

Review

"At last an econometrician aware of the robust finding that not every student who needs or wants to take econometrics is a math genius."--Robert Rycroft, Mary Washington College

"A fine textbook which may be used in an undergraduate econometrics course at any school. Fills an important gap in that it presents an elementary and highly readable discussion of most topics along with Monte Carlo experiments and data applications."--Sunil Sapra, California State University

"An excellent introduction to econometrics. Ideas are very well motivated. Very intuitive approach. Good mix of theory and examples. The best of the growing bunch of undergraduate econometric texts."--Gary D. Ferrier, University of Arkansas

"Without sacrificing technical rigor, Dougherty's text provides more intuition to what econometrics does than any other currently available."--Bill Herrin, University of the Pacific

"Clear organization...well written."--Paul Rappaport, Temple University

"This book takes econometric training one giant step in the right direction toward real applied research."--Edward e. Leamer, University of California, Los Angeles --This text refers to an out of print or unavailable edition of this title.

About the Author

Christopher Dougherty is a Senior Lecturer in Economics at the London School of Economics

Product Details

• Paperback: 480 pages
• Publisher: Oxford University Press, USA; 3 edition (March 30, 2007)
• Language: English
• ISBN-10: 0199280967
• ISBN-13: 978-0199280964
• Product Dimensions: 9.6 x 7.3 x 1 inches
• Shipping Weight: 2 pounds
• Average Customer Review: 4.3 out of 5 stars  See all reviews (7 customer reviews)
• Amazon Best Sellers Rank: #576,013 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

7 of 7 people found the following review helpful:

5.0 out of 5 stars Best introductory book, December 4, 2005

By 

M Gemmill-Toyama ""Author in the making"" - See all my reviews

This review is from: Introduction to Econometrics (Paperback)

Although I have taken numerous courses in statistics, I have sometimes struggled to fully understand some of the key concepts in Econometrics. I finally decided to start from the beginning, and I read this book cover to cover. This text has made a world of difference for me as I am now able to pick up the standard Econometrics texts (Maddala, Woolridge, Greene, etc) and better understand more complex models. Another advantage of this text is that Dougherty uses Stata output and offers explanations on interpreting the output. This is a must read for anyone wanting a straightforward presentation of basic Econometrics.

9 of 10 people found the following review helpful:

5.0 out of 5 stars A terrific book., January 17, 2000

By 

James Dundas - See all my reviews

This review is from: Introduction to Econometrics (Book and 2 Disks) (Hardcover)

An excellent guide to someone starting out on an econometrics courese at university level. It really cuts through all the mathematical jargon that is usually found in books of this type and leaves the reader with a real understanding of the subject.

4 of 4 people found the following review helpful:

5.0 out of 5 stars Superb, January 17, 2007

By 

Justin Briggs (Gaithersburg, MD) - See all my reviews
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This review is from: Introduction to Econometrics (Paperback)

Clear and complete, often shedding light on nuanced details left unexplained in other intro texts, this book is masterfully written. In the past I've found statistics and numerical methods to be nauseatingly dull but this book is interesting and keeps your attention.