Introduction to the Theory and Practice of Econometrics, 2nd Edition 2nd Edition

3 customer reviews
ISBN-13: 978-0471624141
ISBN-10: 0471624144
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Editorial Reviews

From the Publisher

This Second Edition of the highly acclaimed introduction to econometrics retains its comprehensive nature and strong authorship, while incorporating much new material. New to this edition are a complete treatment of Bayesian inference, sampling theory, an appendix on linear algebra, and a computer handbook. Presentation covers modern statistical models and focuses on the sampling theory process by which the data were generated, and the statistical consequences of alternative decisions under uncertainty. Asymptotics are introduced early on, for use throughout. Includes at least one applied example to illustrate each model, and contains many analytical and numerical exercises.
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Product Details

  • Hardcover: 1064 pages
  • Publisher: Wiley; 2 edition (March 17, 1988)
  • Language: English
  • ISBN-10: 0471624144
  • ISBN-13: 978-0471624141
  • Product Dimensions: 6.4 x 2.1 x 9.4 inches
  • Shipping Weight: 3.6 pounds
  • Average Customer Review: 4.7 out of 5 stars  See all reviews (3 customer reviews)
  • Amazon Best Sellers Rank: #1,323,325 in Books (See Top 100 in Books)

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13 of 14 people found the following review helpful By Gilles Payet on May 12, 2000
Format: Hardcover
The book is excellent for the mathematically inclined student who masters well linear lagebra. It uses matrix notaion extensively and enables one to generalize results without getting lost. I used that book in my intermediate econometrics course at the undergraduate level. I am convinced it is a mistake to start learning econometrics by first using the algebraic approach then the matrix approach. This only brings about confusion. This book is excellent as when one thinks hard through theoretical results it is much easier to get a good grasp of the empirical results one finds in applied work. I always consult this book first when I am a bit rusty in classical and special topics in econometrics. The book is not up to date to more modern econometrics such as cointegration and unit root analysis (those subjects don't exist in it).
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2 of 2 people found the following review helpful A Kid's Review on March 6, 2009
Format: Hardcover
This is an excellent book for a first year course at the Master's level.
The topics are are diverse and well explained. The best part about the book is that it prepares you well for intermediate level econometrics. All the derivations are in Matrix form, which is what it should be.
Overall, this is an excellent book for econometrician to get his fundamentals clear!
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Format: Hardcover
For me personally if you want a book which will bring your level of econometrics to a solid upper undergraduate, masters level that most world renowned universities in the world would teach then this is the book to buy. The book has unfortunately not been revised lately, the latest second edition is from 1988. However most of the material in the book is still relevant today. I find the book much better written than the book of Greene Econometric Analysis, which always confused me and in my opinion is full of unnecessary notational clutter. The book uses a lot of matrix algebra but the proofs and notation are very clear. The only drawback is that the book is a bit weak on time series models and does not have anything on GARCH models and quantile regressions. But for this kind of subjects other books are more relevant. Finally, the book has also a companion book (albeit out of print) from Learning Econometrics Using Gauss: A Computer Handbook to Accompany Introduction to the Theory and Practice of Econometrics by Carter Hill, which proved to be very helpful to me.
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