A Course in Econometrics

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9780674175440: A Course in Econometrics

This text prepares first-year graduate students and advanced undergraduates for empirical research in economics, and also equips them for specialization in econometric theory, business, and sociology.

A Course in Econometrics is likely to be the text most thoroughly attuned to the needs of your students. Derived from the course taught by Arthur S. Goldberger at the University of Wisconsin-Madison and at Stanford University, it is specifically designed for use over two semesters, offers students the most thorough grounding in introductory statistical inference, and offers a substantial amount of interpretive material. The text brims with insights, strikes a balance between rigor and intuition, and provokes students to form their own critical opinions.

A Course in Econometrics thoroughly covers the fundamentals―classical regression and simultaneous equations―and offers clear and logical explorations of asymptotic theory and nonlinear regression. To accommodate students with various levels of preparation, the text opens with a thorough review of statistical concepts and methods, then proceeds to the regression model and its variants. Bold subheadings introduce and highlight key concepts throughout each chapter.

Each chapter concludes with a set of exercises specifically designed to reinforce and extend the material covered. Many of the exercises include real micro-data analyses, and all are ideally suited to use as homework and test questions.

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About the Author:

Arthur S. Goldberger was Professor of Economics, Emeritus, at the University of Wisconsin-Madison.

Review:

This book is an excellent choice for first year graduate econometrics courses because it provides a solid foundation in statistical reasoning in a manner that is both clear and concise. It addresses a number of issues that are of central importance to developing practitioners and theorists alike and achieves this in a fairly nontechnical manner...The topics addressed here are rarely given such a thorough treatment in econometrics textbooks. For example, in discussions of bivariate distributions, Goldberger points out that two uncorrelated normal random variables may not be independent, since a nonnormal bivariate distribution can generate normal marginal distributions. Other texts typically leave readers with the impression that two uncorrelated normal random variables are independent without reference to their joint distribution...A Course in Econometrics is rigorous, it makes students think hard about important issues, and it avoids a cookbook approach. For these reasons, I strongly recommend it as a basic text for all first year graduate econometrics courses. (Douglas G. Steigerwald Econometric Theory)

[A Course in Econometrics] strike[s] the right balance between mathematical rigour and intuitive feel. It aims to prepare students for empirical research but also those who go on to more advanced econometrics...The book is very clear and very precise. It is built on just a few very simple concepts. I think that students will like it very much. I congratulate Professor Goldberger with having written a very useful book. (Jan R. Magnus Economic Journal)

Undoubtedly the best Ph.D. level econometrics textbook available today. The analogy principle of estimation serves to unify the treatment of a wide range of topics that are at the foundation of empirical economics. The notation is concise and consistently used throughout the text...Students have expressed delight in unraveling the proofs and lemmas. It's a pleasure to teach from this book. Recommended for any serious economics student or anyone interested in studying the principles underlying applied economics. (Michael Hazilla, American University)

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Goldberger, Arthur S.
Editorial: Harvard University Press (1991)
ISBN 10: 0674175441 ISBN 13: 9780674175440
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Descripción Harvard University Press, 1991. Hardcover. Estado de conservación: New. Brand New, Gift conditionWe Ship Every Day! Free Tracking Number Included! International Buyers Are Welcome! Satisfaction Guaranteed!. Nº de ref. de la librería 343099297t

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Descripción HARVARD UNIVERSITY PRESS, United States, 1991. Hardback. Estado de conservación: New. New.. Language: English . Brand New Book. The primary purpose of this book is to prepare students for empirical research in economics. But it also equips those who plan to specialize in econometric theory and those whose empirical interests are in sociology or business. Aimed at first-year graduate students and advanced undergraduates, A Course in Econometrics covers the fundamentals - classical regression and simultaneous equations - but also contains clear treatments of symptotic theory and nonlinear regression. The innovative features of the text include: (1) a focus on the conditional expectation function and best linear predictor as interesting characteristics of a population: (2) a thoughtful interpretation of assumptions on the disturbance term in linear regression; (3) a consistent development of estimators as sample analogs of population parameters; (4) a careful discussion of alternative sampling schemes to clarify the distinction between random and idea explanatory variables; (5) a development of asymptotic theory that emphasizes a simple prototypical case; (6) a cautionary treatment of the use and abuse of significance tests; (7) an introduction to simultaneous equation models that focuses on structural parameters as invariant across populations. The text includes instructive exercises and graphs, along with several complete data sets. Nº de ref. de la librería AAH9780674175440

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Arthur S. Goldberger
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Descripción HARVARD UNIVERSITY PRESS, United States, 1991. Hardback. Estado de conservación: New. New.. Language: English . Brand New Book. The primary purpose of this book is to prepare students for empirical research in economics. But it also equips those who plan to specialize in econometric theory and those whose empirical interests are in sociology or business. Aimed at first-year graduate students and advanced undergraduates, A Course in Econometrics covers the fundamentals - classical regression and simultaneous equations - but also contains clear treatments of symptotic theory and nonlinear regression. The innovative features of the text include: (1) a focus on the conditional expectation function and best linear predictor as interesting characteristics of a population: (2) a thoughtful interpretation of assumptions on the disturbance term in linear regression; (3) a consistent development of estimators as sample analogs of population parameters; (4) a careful discussion of alternative sampling schemes to clarify the distinction between random and idea explanatory variables; (5) a development of asymptotic theory that emphasizes a simple prototypical case; (6) a cautionary treatment of the use and abuse of significance tests; (7) an introduction to simultaneous equation models that focuses on structural parameters as invariant across populations. The text includes instructive exercises and graphs, along with several complete data sets. Nº de ref. de la librería AAH9780674175440

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