Overview

Here at last is the fourth edition of the textbook that is required reading for economics students as well as those practising applied economics. Not only does it teach some of the basic econometric methods and the underlying assumptions behind them, but it also includes a simple and concise treatment of more advanced topics from spatial correlation to time series analysis. This book's strength lies in its ability to present complex material in a simple, yet rigorous manner. This superb fourth edition updates identification and estimation methods in the simultaneous equation model. It also reviews the problem of weak instrumental variables as well as updating panel data methods.

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9783540765158

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From the reviews of the third edition: <p> 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) <p> 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)

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