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21. An Introduction to Modern Econometrics Using Stata by Christopher F. Baum | |
Paperback: 341
Pages
(2006-08-17)
list price: US$92.95 -- used & new: US$79.64 (price subject to change: see help) Asin: 1597180130 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (3)
Best econometrics text for applied economists I have ever read!
good crash intro to necessary STATA commands
much cheaper from stata-press website |
22. Elements of Econometrics: Second Edition by Jan Kmenta | |
Hardcover: 800
Pages
(1997-11-01)
list price: US$80.00 -- used & new: US$79.20 (price subject to change: see help) Asin: 0472108867 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (14)
An excellent reference but a very difficult read
A Classic.
An excellent introduction to econometric analysis!,
Very good reference- Review from Brazilian time series person
A must-have for any econometrician |
23. Applied Econometrics Using the SAS System by Vivek Ajmani | |
Paperback: 311
Pages
(2009-06-15)
list price: US$84.00 -- used & new: US$71.63 (price subject to change: see help) Asin: 0470129492 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Applied Econometrics Using the SAS® System is the first book of its kind to treat the analysis of basic econometric data using SAS®, one of the most commonly used software tools among today's statisticians in business and industry. This book thoroughly examines econometric methods and discusses how data collected in economic studies can easily be analyzed using the SAS® system. In addition to addressing the computational aspects of econometric data analysis, the author provides a statistical foundation by introducing the underlying theory behind each method before delving into the related SAS® routines. The book begins with a basic introduction to econometrics and the relationship between classical regression analysis models and econometric models. Subsequent chapters balance essential concepts with SAS® tools and cover key topics such as: Regression analysis using Proc IML and Proc Reg Hypothesis testing Instrumental variables analysis, with a discussion of measurement errors, the assumptions incorporated into the analysis, and specification tests Heteroscedasticity, including GLS and FGLS estimation, group-wise heteroscedasticity, and GARCH models Panel data analysis Discrete choice models, along with coverage of binary choice models and Poisson regression Duration analysis models Assuming only a working knowledge of SAS®, this book is a one-stop reference for using the software to analyze econometric data. Additional features include complete SAS® code, Proc IML routines plus a tutorial on Proc IML, and an appendix with additional programs and data sets. Applied Econometrics Using the SAS® System serves as a relevant and valuable reference for practitioners in the fields of business, economics, and finance. In addition, most students of econometrics are taught using GAUSS and STATA, yet SAS® is the standard in the working world; therefore, this book is an ideal supplement for upper-undergraduate and graduate courses in statistics, economics, and other social sciences since it prepares readers for real-world careers. Customer Reviews (1)
A useful book for both students and practitioners. |
24. The Econometrics of Financial Markets by John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay, Andrew Y. Lo | |
Hardcover: 632
Pages
(1996-12-09)
list price: US$105.00 -- used & new: US$54.28 (price subject to change: see help) Asin: 0691043019 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Each chapter develops statistical techniques within the context of a particular financial application. This exciting new text contains a unique and accessible combination of theory and practice, bringing state-of-the-art statistical techniques to the forefront of financial applications. Each chapter also includes a discussion of recent empirical evidence, for example, the rejection of the Random Walk Hypothesis, as well as problems designed to help readers incorporate what they have read into their own applications. Customer Reviews (16)
Econometrics of Financial Markets
CML: An Unnecessary Addition to a Saturated Literature
Last quartile on the subject
An oldie but goodie
Absolutely useless |
25. Market Risk Analysis: Practical Financial Econometrics (v. 2) by Carol Alexander | |
Hardcover: 426
Pages
(2008-06-11)
list price: US$100.00 -- used & new: US$54.45 (price subject to change: see help) Asin: 0470998016 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description All together, the Market Risk Analysis four volume set illustrates virtually every concept or formula with a practical, numerical example or a longer, empirical case study. Across all four volumes there are approximately 300 numerical and empirical examples, 400 graphs and figures and 30 case studies many of which are contained in interactive Excel spreadsheets available from the the accompanying CD-ROM . Empirical examples and case studies specific to this volume include: Customer Reviews (8)
excellent book
Another great book by a leader in risk management
Fabulous resource
A great insight for both students and practitioners
Dont miss it! |
26. Introduction to Spatial Econometrics (Statistics:A Series of Textbooks and Monographs) by James LeSage, Robert Kelley Pace | |
Hardcover: 374
Pages
(2009-01-20)
list price: US$89.95 -- used & new: US$74.16 (price subject to change: see help) Asin: 142006424X Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Although interest in spatial regression models has surged in recent years, a comprehensive, up-to-date text on these approaches does not exist. Filling this void, Introduction to Spatial Econometrics presents a variety of regression methods used to analyze spatial data samples that violate the traditional assumption of independence between observations. It explores a wide range of alternative topics, including maximum likelihood and Bayesian estimation, various types of spatial regression specifications, and applied modeling situations involving different circumstances. Leaders in this field, the authors clarify the often-mystifying phenomenon of simultaneous spatial dependence. By presenting new methods, they help with the interpretation of spatial regression models, especially ones that include spatial lags of the dependent variable. The authors also examine the relationship between spatiotemporal processes and long-run equilibrium states that are characterized by simultaneous spatial dependence. MATLAB® toolboxes useful for spatial econometric estimation are available on the authors’ websites. This work covers spatial econometric modeling as well as numerous applied illustrations of the methods. It encompasses many recent advances in spatial econometric models—including some previously unpublished results. Customer Reviews (1)
Interesting new field |
27. Advanced Econometrics by Takeshi Amemiya | |
Hardcover: 521
Pages
(1985-11-07)
list price: US$84.50 -- used & new: US$68.50 (price subject to change: see help) Asin: 0674005600 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of cross-section models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models. Although the treatment is mathematically rigorous, the author has employed the theorem-proof method with simple, intuitively accessible assumptions. This enables readers to understand the basic structure of each theorem and to generalize it for themselves depending on their needs and abilities. Many simple applications of theorems are given either in the form of examples in the text or as exercises at the end of each chapter in order to demonstrate their essential points. Customer Reviews (6)
Consice feedback.
Excellent reference, but not an easy read!
Jackpot/Bingo/Royal Flush
Top choice
The best book I have read for this subject. |
28. Introduction to Econometrics by Christopher Dougherty | |
Paperback: 480
Pages
(2007-03-30)
list price: US$59.95 -- used & new: US$42.87 (price subject to change: see help) Asin: 0199280967 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (4)
Superb
Best introductory book
An excellent introduction to the fields of studies
A terrific book. |
29. Econometric Theory and Methods by Russell Davidson, James G. MacKinnon | |
Hardcover: 768
Pages
(2003-10-16)
list price: US$94.00 -- used & new: US$68.95 (price subject to change: see help) Asin: 0195123727 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (6)
Clear and self-contained
Insufficient explanations/background info for an intermediate text.
Best buy Only with this book and Johnston & Dinardo's, read and enjoy, then you will understand econometrics absolute confidently. Don't wast your money on other books!
Hayashi Much Better However, there're still things you may take away from this book.For example, they present the classical regression model in the framework of matrix project, subspaces, etc., which is not usually treated this way in other texts.This approach makes many tedious matrix manipulation easier. In my opinion, if you are looking for your first metrics book beyond the undergrad level, definately go for Hayashi first.This is simply the BEST book in terms of learning.For some more depth and alternative pespective, then consider this one.
The best so far! |
30. Using Stata for Principles of Econometrics by Lee C. Adkins, R. Carter Hill | |
Paperback: 480
Pages
(2008-01-02)
-- used & new: US$61.19 (price subject to change: see help) Asin: 0470185465 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (1)
Good book for applied econometrics using STATA |
31. Econometric Models and Economic Forecasts by Robert S. Pindyck, Daniel L. Rubinfeld | |
Paperback: 654
Pages
(2000-12-01)
list price: US$88.80 Isbn: 0071188312 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (8)
Fine
muddy reading
Deceivingly more information than you think - half way between introductory and advanced
Good beginners' book
Great equations, bad explanations |
32. Econometric Methods by Johnston | |
Paperback: 531
Pages
(1997-07-01)
-- used & new: US$167.84 (price subject to change: see help) Asin: 0071259643 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (11)
The Best Basis for a Knowledge of Econometrics
the best book to start with
classical and modern econometrics
a bit dense
excellent text! |
33. Using Econometrics: A Practical Guide and EViews (5th Edition) by A.H. Studenmund | |
Hardcover: 639
Pages
(2005-08-04)
list price: US$206.67 -- used & new: US$154.00 (price subject to change: see help) Asin: 0321369262 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (7)
Practical Econometrics
econometrics
Could be better
overall good product
Excellent econometrics text book. |
34. Applied Econometrics: A Modern Approach Using Eviews and Microfit Revised Edition by Dimitrios Asteriou, Stephen G. Hall | |
Paperback: 256
Pages
(2007-05-15)
list price: US$38.00 -- used & new: US$35.29 (price subject to change: see help) Asin: 0230506402 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (2)
Excellent first year book
A great book |
35. Applied Econometrics with R (Use R) by Christian Kleiber, Achim Zeileis | |
Paperback: 222
Pages
(2008-08-28)
list price: US$59.95 -- used & new: US$39.87 (price subject to change: see help) Asin: 0387773169 Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description This is the first book on applied econometrics using the R system for statistical computing and graphics. It presents hands-on examples for a wide range of econometric models, from classical linear regression models for cross-section, time series or panel data and the common non-linear models of microeconometrics such as logit, probit and tobit models, to recent semiparametric extensions. In addition, it provides a chapter on programming, including simulations, optimization, and an introduction to R tools enabling reproducible econometric research. An R package accompanying this book, AER, is available from the Comprehensive R Archive Network (CRAN) at http://CRAN.R-project.org/package=AER. It contains some 100 data sets taken from a wide variety of sources, the full source code for all examples used in the text plus further worked examples, e.g., from popular textbooks. The data sets are suitable for illustrating, among other things, the fitting of wage equations, growth regressions, hedonic regressions, dynamic regressions and time series models as well as models of labor force participation or the demand for health care. The goal of this book is to provide a guide to R for users with a background in economics or the social sciences. Readers are assumed to have a background in basic statistics and econometrics at the undergraduate level. A large number of examples should make the book of interest to graduate students, researchers and practitioners alike. |
36. Nonparametric Econometrics by Adrian Pagan, Aman Ullah | |
Paperback: 444
Pages
(1999-07-01)
list price: US$43.00 -- used & new: US$38.22 (price subject to change: see help) Asin: 0521586119 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (5)
Decent introduction, not really mathematically elegant
The best introduction to the field
Great Book on Non-Parametrics
A comprehensive review of nonparametrics statistics
Up to date |
37. Handbook of Financial Econometrics Set (Handbooks in Finance) | |
Hardcover: 1000
Pages
(2009-10-05)
list price: US$199.95 -- used & new: US$159.10 (price subject to change: see help) Asin: 0444535543 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (1)
It is simply the BEST! |
38. Introductory Econometrics: Using Monte Carlo Simulation with Microsoft Excel by Humberto Barreto, Frank Howland | |
Hardcover: 798
Pages
(2005-12-26)
list price: US$94.00 -- used & new: US$58.39 (price subject to change: see help) Asin: 0521843197 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (8)
Big On Concepts
Disapointed
Introductory Econometrics
Excellent book for practitioners
Tremendous Introduction To The Field ... |
39. Mathematics for Econometrics by Phoebus J. Dhrymes | |
Paperback: 240
Pages
(2000-08-04)
list price: US$109.00 -- used & new: US$66.99 (price subject to change: see help) Asin: 0387989951 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (3)
Excellent Linear Algebra Review
The Quality isn't a good explanatory variable for the price
Best Book On Mathematical application in economics |
40. Introduction to Econometrics by G. S. Maddala, Kajal Lahiri | |
Paperback: 654
Pages
(2009-12-08)
-- used & new: US$42.34 (price subject to change: see help) Asin: 0470015128 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (3)
Give me Matrix Algebra! Unfortunately, his "Introduction to Econometrics," now in its third edition, is, at best, a mediocre principles textbook.While his explanations of crucial ideas, such as least squares methodology, heteroskedasticity, or autocorrelation, are concise and extremely clear, a student who wants a more rigorous mathematical introduction to econometrics will be searching for another book.Linear algebra, which makes a number of proofs and tests far simpler and less burdensome to follow than calculus, is resigned to pages in the dark recesses of the appendix.Although these incidentals are well written, they remain peripheral, when they should be the focus of any undergraduate econometrics textbook. To its credit, Maddala's text does an excellent job of explaining concepts and problems in plain English, which would do well to supplement a purely mathematical approach.The book is full of techniques and tricks that might be helpful to reduce problems of serial correlation and heteroskedasticity, and the later chapters do a very good job of introducing students to more advanced topics, such as panel data analysis and vector autoregression.Nevertheless, the book's treatment of time-series analysis isscattered and atrocious, and many students will find themselves searching for other texts especially for information on this area. For students who do not mind a bit of mathematical simplicity and would rather seek to grasp the general ideas behind linear regression and its difficulties, G.S. Maddala's "Introduction to Econometrics" should be a good read.Yet, for students who want to pursue their knowledge of econometrics further, this book will most likely not be very helpful.As many courses taught at an undergraduate level tend to vary on their level of rigor, it probably will not hurt to have this book, but it may not help.
Very good, but not for everyone I would have no reservation recommending this book to other readers.It is certainly better that Gujarati's 'Basic Econometrics.'However, I think Wooldridge's 'Introductory Econometrics' is a better choice for the beginner, especially in it's coverage of cross section and panel data and its abundance of examples.Unfortunately, since Maddala passed away before the third edition was completed the last three chapters, including the chapter on panel data, do not contain any exercises. To sum up: An excellent text overall, with some minor shortcomings.
Critical, good, but sometimes too advanced for beginners In sum, I think the book is sometimes too elementary to be used for advanced students, while it was too advanced to be used alone as an introductory textbook. I would recommend using/reading selected chapters (such as ch. 12 on model selection), which are accessible as well as dealing with topics not normally included in many textbooks. ... Read more |
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