Sinopsis
This textbook teaches some of the basic econometric methods and the underlying assumptions behind them. It also includes a simple and concise treatment of more advanced topics in time-series, spatial correlation, limited dependent variables and panel data models, as well as specification testing, Gauss-Newton regressions and regression diagnostics. Some of the strengths of this book lie in presenting difficult material in a simple, yet rigorous manner. The exercises contain theoretical problems that should supplement the understanding of the material in each chapter. In addition, the book has a set of empirical illustrations demonstrating some of the basic results learned in each chapter. The empirical exercises are solved using several econometric software packages.
Críticas
From the reviews of the third edition: "Teaching econometrics is not an easy task. There is always this elusive balance between mathematical rigour and economic intuition a ] . This textbook a ] keeps this balance perfectly well, and does a good job at persuasion too. a ] It teaches mostly by example, appeals a lot to intuition, and provides numerous real world data sets to practice a ] . It is therefore also well suited for self study and can be recommended a ] . a most useful text for an econometrics course anywhere." (Walter KrAmer, Statistical Papers, Vol. 44 (1), 2003) "The book is intended for a first year graduate course on econometrics, and the book strikes a balance between a rigorous approach that proves theorems and a completely empirical approach. The exercises contain theoretical problems that should supplement the understanding material in each chapter. a ] The book covers a wide range of econometric fields and presents many applications with real data sets which enable the reader to understand and to interpret the empirical results of the theoretical approaches." (Herbert S. Buscher, Zentralblatt MATH, Vol. 1007, 2003) From the reviews of the third edition: "Teaching econometrics is not an easy task. There is always this elusive balance between mathematical rigour and economic intuition ??? . This textbook ??? keeps this balance perfectly well, and does a good job at persuasion too. ??? It teaches mostly by example, appeals a lot to intuition, and provides numerous real world data sets to practice ??? . It is therefore also well suited for self study and can be recommended ??? . a most useful text for an econometrics course anywhere." (Walter Kr??mer, Statistical Papers, Vol. 44 (1), 2003) "The book is intended for a first year graduate course on econometrics, and the book strikes a balance between a rigorous approach that proves theorems and a completely empirical approach. The exercises contain theoretical problems that should supplement the understanding material in each chapter. ??? The book covers a wide range of econometric fields and presents many applications with real data sets which enable the reader to understand and to interpret the empirical results of the theoretical approaches." (Herbert S. Buscher, Zentralblatt MATH, Vol. 1007, 2003)
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