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
A Guide to Econometrics
This book offers a clear exposition of introductory macroeconomic theory along with more than 600 one- or two-sentence "news clips" that serve as illustrations and exercises.
By touching on all relevant econometric methods for the energy-growth nexus, this book gives energy-growth researchers and students all they need to tackle the subject matter.
This fifth edition builds upon the success of its predecessors. The text has been carefully checked and updated, taking into account recent developments and insights.
Its practical applications make the book an instrumental, go-to guide for solid foundation in the fundamentals of econometrics. In addition, this book includes excerpts from relevant articles published in top-tier academic journals.
Drawing on the author’s extensive teaching experience, this book offers intuitive explanations of concepts such as heteroskedasticity and serial correlation, and provides step-by-step overviews of each key topic.
The nuts and bolts get familiar with the various characteristics of the classical linear regression model (CLRM), which is the foundation of traditional econometric analysis Form and function discover how econometric analysis is able to ...
This best-selling textbook addresses the need for an introduction to econometrics specifically written for finance students.
This 2002 book is an ideal practical introduction to the basics of econometrics.
Thoroughly classroom tested, this introductory text covers all the statistical topics that constitute a foundation for basic econometrics, with concise explanations of technical material.