- Hardcover: 1056 pages
- Publisher: Wiley; 2 edition (January 1985)
- Language: English
- ISBN-10: 047189530X
- ISBN-13: 978-0471895305
- Product Dimensions: 6.4 x 2.1 x 9.6 inches
- Shipping Weight: 2.4 pounds (View shipping rates and policies)
- Average Customer Review: 4.3 out of 5 stars See all reviews (6 customer reviews)
- Amazon Best Sellers Rank: #1,608,171 in Books (See Top 100 in Books)
Enter your mobile number or email address below and we'll send you a link to download the free Kindle App. Then you can start reading Kindle books on your smartphone, tablet, or computer - no Kindle device required.
To get the free app, enter your mobile phone number.
The Theory and Practice of Econometrics 2nd Edition
Use the Amazon App to scan ISBNs and compare prices.
Frequently bought together
Customers who bought this item also bought
Browse award-winning titles. See more
If you are a seller for this product, would you like to suggest updates through seller support?
Top Customer Reviews
Unfortunately, the book was never updated, and now nobody uses it; instead, people use the poorly written one by William Greene, which contributes to the poor education in grad-level econometrics these days. (Have you noticed that today's econometrics students, even the Ph.D. ones and even some assistant professors, don't even understand the relationship between R-squared and t-statistic? I get asked "why am I getting super-high t-statistics while my R^2 is so low?" all the time. If they had read Judge et al., they would have known the answer.)
Even though I loved this book in teh early 90s, I cannot recommend it as a reference book because it is pretty much out of date. Sure, most of the basic stuff (OLS, 2SLS, limited dependent, etc.) is the same, but people who buy a thick book like this want an up-to-date volume, and this book unfortunately does not fit the bill. It's so sad that such a comprehensive and well-written volume has totally languished into obscurity.
Otherwise, it's an excellent book for conceptual clarity. The book covers both frequentist and Bayesian approach to econometrics, and the coverage is crystal clear. It also has chapters on time series models and other topics, again exceptionally well written. To my understanding (and some of my professors/colleagues, who are stalwarts in Econometrics) this book is a must have for conceptual clarity and to students of theoretical econometrics.