4 of 4 people found the following review helpful:
5.0 out of 5 stars
A Different Perspective in Econometrics, July 13, 1999
By A Customer
This review is from: Statistical Foundations of Econometric Modelling (Paperback)
Spanos describes a different way of doing econometrics refocusing on the statistical properties of the data we are trying to investigate. Clearly stating and testing the statistical assumptions of any econometric model is central in his approach. A really good book.
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4 of 4 people found the following review helpful:
3.0 out of 5 stars
very thorough, but at times sloppy with notation, March 28, 1999
By A Customer
This review is from: Statistical Foundations of Econometric Modelling (Paperback)
Spanos does a good job integrating mathematical theory with the nuts-and-bolts stuff you'd expect from a standard econometrics text. Some have said that Spanos uses too much mathematical notation, but I found just the opposite: many of the passages suffer from ambiguities and outright errors; a more formal treatment would have improved the text considerably.
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