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Introduction to the Theory and Practice of Econometrics, 2nd Edition


Introduction to the Theory and Practice of Econometrics, 2nd Edition  
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Binding: Hardcover
Dewey Decimal Number: 330.028
EAN: 9780471624141
Edition: 2 Sub
ISBN: 0471624144
Label: Wiley
Manufacturer: Wiley
Number Of Items: 1
Number Of Pages: 1064
Publication Date: March 17, 1988
Publisher: Wiley
Studio: Wiley


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Editorial Review:
This Second Edition of the highly acclaimed introduction to econometrics retains its comprehensive nature and strong authorship, while incorporating much new material. New to this edition are a complete treatment of Bayesian inference, sampling theory, an appendix on linear algebra, and a computer handbook. Presentation covers modern statistical models and focuses on the sampling theory process by which the data were generated, and the statistical consequences of alternative decisions under uncertainty. Asymptotics are introduced early on, for use throughout. Includes at least one applied example to illustrate each model, and contains many analytical and numerical exercises.

Customer Reviews
Average Rating:  out of 5 stars

Rating:  out of 5 stars - Introduction to the Theory and Practice of Econometrics
The book is excellent for the mathematically inclined student who masters well linear lagebra. It uses matrix notaion extensively and enables one to generalize results without getting lost. I used that book in my intermediate econometrics course at the undergraduate level. I am convinced it is a mistake to start learning econometrics by first using the algebraic approach then the matrix approach. This only brings about confusion. This book is excellent as when one thinks hard through theoretical ... Read More


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