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A Guide to Econometrics. 6th edition
This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course.
Explains what is going on in textbooks full of proofs and formulas
Offers intuition, skepticism, insights, humor, and practical advice (dos and don'ts)
Contains new chapters that cover instrumental variables and computational considerations
Includes additional information on GMM, nonparametrics, and an introduction to wavelets
Explains what is going on in textbooks full of proofs and formulas
Offers intuition, skepticism, insights, humor, and practical advice (dos and don'ts)
Contains new chapters that cover instrumental variables and computational considerations
Includes additional information on GMM, nonparametrics, and an introduction to wavelets
608 pages, Paperback
First published January 1, 1979
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Displaying 1 - 13 of 13 reviews
June 29, 2012
One of the best, and easy to use summary in statistics to check assumptions and ensure correct analysis. Statistics are more abused than used, which renders this book a superior reference against common-day abuses.
March 15, 2007
A very good treatment of what Econometrics is, in plain English. Use a good undergrad book, this and book like Goldberger to supplement your undoubtedly unreadable PhD level textbook.
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July 27, 2020Excellent book!
August 10, 2011
A book such as this serves no purpose in this day and age when one can easily get terse summaries of different statistical and econometric techniques from Wikipedia. This book has an awful lot of words but very few examples of how to apply many of techniques in practice, so often it doesn't really help when you have a confusion that you're trying to clear up. If 's is too mathematical, at least it has good examples of how to apply that math and sometimes the math can yield good intuition.
This book certainly doesn't claim to be the most rigorous text and so I don't judge it as such, but it also provide very little value if what you seek is intuition. Better to skip it and find another book.
This book certainly doesn't claim to be the most rigorous text and so I don't judge it as such, but it also provide very little value if what you seek is intuition. Better to skip it and find another book.
November 28, 2011
This is basically econometrics for dummies. If it's not in your bookshelf, then you can't call yourself an econometrician.
May 10, 2017
Great book - contains both the requisite technical material to understand applied regression and a whole wealth of valuable intuition.
December 2, 2018
The classic companion to any applied econometrics.
June 15, 2007
This is simply the best, most useful resource available for anyone who does any applied statistics of any kind. Highly reccomended.
Want to read
September 23, 2010good book
January 10, 2011
One of the best Introductory Texts.
June 28, 2013
Gotta say, for a subject that I really struggle with, this was a great read. The author does a good job explaining things conceptually. This will be something I buy and keep for a reference!
January 3, 2012
I'd be much worse off without this book.
April 17, 2017
A good reference to get my arms around the intuitions of a variety of econometric methods.
Displaying 1 - 13 of 13 reviews
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