- Hardcover: 1216 pages
- Publisher: Prentice Hall; 6th edition (August 17, 2007)
- Language: English
- ISBN-10: 0135132452
- ISBN-13: 978-0135132456
- Product Dimensions: 7.8 x 1.7 x 9.5 inches
- Shipping Weight: 4.4 pounds
- Average Customer Review: 11 customer reviews
- Amazon Best Sellers Rank: #1,420,848 in Books (See Top 100 in Books)
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Econometric Analysis 6th Edition
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But then there are the flaws. This was the only core textbook used in my first year PhD core published by a commercial textbook firm rather than a university press, and it has all the defects that make undergraduate texts so horrible. The theoretical passages are fragmented by largely unhelpful examples of applications, all typeset in some ugly sans serif font that sometimes look like it's not even kerned properly. The middle of the book is not well organized, and explanations often refer to results proved in later chapters; I speculate without other evidence that some editor reshuffled the order of the chapters to make older editions' page and problem numbers obsolete. Older (and hopefully future) editions may not have this problem, but it's really bad in the sixth.
I hope future editions of this book will lose the fat, find somebody with a sense of design to set the type, and put the chapters in a logical sequence. Then it might be a fine textbook. For now, there are plenty of other graduate econometrics textbooks; if you have a choice, consider your other options.
Statistics texts are almost universally either ultra-simple, hand waving outlines with no good mathematical insight, or they're a sprawling, useless mess of asymptotic derivations with no practical explanation, applicable intuition, or computational guidance. I'm hoping that one day, someone will write a really good econometrics textbook. Maybe Greene or a co-author could radically overhaul the book someday. Until then, I'm afraid we're stuck.
1) graduate level (Master or Ph.D) textbook
2) good math required (matrix notions, probabilities, integrals)
3) most commonly used econometric methods covered
4) in depth presentation left for special topic books
5) most people will need as a reference book
6) recommand Kennedy's book together with this book.
I agree with most reviewers on this book. It is a great reference book. It is already very heavy. There are so much that you can include in a book, and only a limited space. So there is a balance of coverage and usefulness, for this reason, this book did strike a good balance.
Most commonly used as advance textbook in business school. To advanced students, this is the seperation line. If you can not use these tools, then thinking to go further in the field is just a dream.
There are also difficiencies in this book. See some of the reviews on Kennedy's book. Essentially, the question of Why doing this, why this method instead of others, ... are left out. So highly recommand Kennedy's book together with this one.
This book requires some knowledge of econometrics and the language used to describe it, and is not advisable to non-graduate students. If you are a graduate student though, *especially* a phd student, give this book a try. You won't regret it.