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61. Learning and Practicing Econometrics, Shazam Handbook by William E. Griffiths, R. Carter Hill, George G. Judge | |
Paperback: 328
Pages
(1993-02)
list price: US$42.60 Isbn: 0471585920 Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description |
62. Bayesian Econometric Methods (Econometric Exercises) by Gary Koop, Dale J. Poirier, Justin L. Tobias | |
Hardcover: 380
Pages
(2007-01-15)
list price: US$107.00 -- used & new: US$46.50 (price subject to change: see help) Asin: 0521855713 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (2)
A pratical reference book
Mathy but good. |
63. Estimation and Inference in Econometrics by Russell Davidson, James G. MacKinnon | |
Hardcover: 896
Pages
(1993-01-14)
list price: US$84.95 -- used & new: US$79.25 (price subject to change: see help) Asin: 0195060113 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (13)
Comparison to Hayashi
A nice book
Much Better Than Green's In Terms of Quality and Price. Davidson and MacKinnon is different.Both expositions and explanations are clear and easy to follow. I was so delighted after picking up a copy from the libarary. This is the one econometrics students should have. The price is also hard to beat. The reason I think it is not widely adopted is because of the geometric analysis of regression (Chapter 2).But if you don't like geometrics, you can simply skip it. An improved version of this book is just published under the new title "Econometric Theory and Methods".This new version contains a chapter on unit-root and cointegration, as well as some new numerical methods.I urge interested buyers to take a look at the new version.
No one like this
This is the book! Overall the book is very well written and relatively easy to understand, considering its subject. However, if you have not been introduced to linear econometrics, the book can become very hard, mainly if the reader is not acquainted with matrix algebra. The first chapter on the geometrics of regression is simply marvelous, although a better picture is in Ruud's. The style is someway formal, but different from the traditional lemma-theorem-proof-corollary way. This makes the book easier to read. Future improvements include: a. More examples (please); |
64. Econometric analysis for public policy by Karl August Fox | |
Hardcover: 288
Pages
(1958)
Asin: B0007DVIGU Canada | United Kingdom | Germany | France | Japan | |
65. Econometric Analysis of Count Data by Rainer Winkelmann | |
Paperback: 333
Pages
(2010-11-30)
list price: US$139.00 -- used & new: US$110.66 (price subject to change: see help) Asin: 3642096409 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description The book provides an up-to-date survey of statistical and econometric techniques for the analysis of count data, with a focus on conditional distribution models. The book starts with a presentation of the benchmark Poisson regression model. Alternative models address unobserved heterogeneity, state dependence, selectivity, endogeneity, underreporting, and clustered sampling. Testing and estimation is discussed. Finally, applications are reviewed in various fields. Customer Reviews (1)
Valuable Guidance to Count Data Analysis |
66. International Macroeconomics and Finance: Theoryand Econometric Methods by Nelson Mark | |
Paperback: 296
Pages
(2001-08-29)
-- used & new: US$45.99 (price subject to change: see help) Asin: 063122288X Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (1)
International Macroeconomics and Finance |
67. Introduction to the Mathematical and Statistical Foundations of Econometrics (Themes in Modern Econometrics) by Herman J. Bierens | |
Paperback: 344
Pages
(2004-12-20)
list price: US$48.99 -- used & new: US$34.99 (price subject to change: see help) Asin: 0521542243 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (1)
Definitely Serious Stuff for A Beginner |
68. Learning and Practicing Econometrics by William E. Griffiths, R. Carter Hill, George G. Judge | |
Hardcover: 896
Pages
(1993-01)
-- used & new: US$114.99 (price subject to change: see help) Asin: 0471513644 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (6)
Great Book!
Excellent on intuition and good preparation for Greene Thank you,
The best undergraduate econometrics book The only weakness of the book is that it focusses almost exclusively on estimation under the assumption that error terms are identicallly and independently distributed (iid).However, all other undergraduate econometric textbooks (and a lot of graduate ones too!) display this preoccupation, so Griffiths et al are no worse than their rivals. An update to this book would also be good, as it's nearly 10 years old now. However, its good points far outweigh these weaknesses.
Good applied econometrics for undergraduates
The Perfect Bridge to Greene |
69. Econometric Analysis of Financial and Economic Time Series Part A, Volume 20 (Advances in Econometrics) by Dek Terrell, Thomas Fomby | |
Hardcover: 406
Pages
(2006-04-12)
list price: US$105.00 -- used & new: US$4.91 (price subject to change: see help) Asin: 0762312742 Canada | United Kingdom | Germany | France | Japan | |
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70. Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading by Joel Hasbrouck | |
Hardcover: 208
Pages
(2007-01-04)
list price: US$50.00 -- used & new: US$37.49 (price subject to change: see help) Asin: 0195301641 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (3)
The market microstructure bible
Empirical Market Microstructure
Knowing the Market |
71. An Introduction to Classical Econometric Theory by Paul A. Ruud | |
Hardcover: 976
Pages
(2000-03-23)
list price: US$129.00 -- used & new: US$56.00 (price subject to change: see help) Asin: 0195111648 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (5)
Another excellent econometric textbook
The book is OK, but not good really
Simply the Best Previous econometrics texts have a "Losing sight of the forest for the trees" sort of feel to them.Ruud's text, however, works like the old drill Seargent in the Kipling poem who explained his teaching method as "Firsts I tells 'em what I'ms goings to tells em; then I tells 'em; and then I tells 'em what's I tolds 'em."Ruud does this by first building up the fundamental concept of matrix projection.Then he demonstrates how that can be used to explain Ordinary Least Squares regression.Then he adds onto that all the common assumptions: independent, identically distributed errors; normality of the errors, etc.He builds things up one assumption at a time.And all the while he tellsyou what he's doing and why the content of each chapter matters and how it is related to what has come before and to what will come afterwards. But, then--in a master stroke of pedagogy--he tears it all down.He starts taking away, one at a time, all the assumptions like normality that he just spent chapters building up and shows how econometricians deal with matters when they *do* in fact remove the standard assumptions.In this way he can introduce consistent estimators, non-linear regression, latent variables, and so on as what they were historically:practical solutions needed when the assumptions of theclassical model fail to hold. By systematically showing which assumptions imply which results and then showing how to deal with things when a given assumption fails to hold, Ruud's book produces a better econometrician.Too often have previous books left previous readers unable to really understand the art of data analysis, which involves taking a data set, seeing what assumptions can be fairly made about it, and then analyzing it given those fairly made assumptions. Professor Ruud deserves many plaudits for writing what will surely become the standard text for the next generation of graduate students.
Econometrics finally makes sense! So, if you want more than just a recipe book and actually understand econometrics, read this book!
Excellent text |
72. Applied Econometrics for Health Economists: A Practical Guide by Andrew Jones | |
Paperback: 136
Pages
(2007-06)
list price: US$39.95 -- used & new: US$31.47 (price subject to change: see help) Asin: 1846191718 Canada | United Kingdom | Germany | France | Japan | |
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73. Introductory Econometrics (International Student Edition) by Jeffrey Wooldridge | |
Paperback:
Pages
(2009)
Isbn: 0324585489 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Customer Reviews (8)
Simplifies econometrics!
Woolridge-at last,a book with a structure that makes sense
Lets vote this one the most helpful review
Great for Self Study
Graduate School |
74. Hands-On Intermediate Econometrics Using R by Hrishikesh D. Vinod | |
Hardcover: 540
Pages
(2008-10-30)
list price: US$94.00 -- used & new: US$75.03 (price subject to change: see help) Asin: 9812818855 Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Contents: Production Function and Regression Methods Using R; Univariate TimeSeries Analysis with R; Bivariate Time Series Analysis Including StochasticDiffusion and Cointegration; Utility Theory and Empirical Implications; VectorModels for Multivariate Problems; Simultaneous Equation Models; LimitedDependent Variable (GLM) Models; Dynamic Optimization and Empirical Analysisof Consumer Behavior; Single, Double and Maximum Entropy Bootstrap andInference; Generalized Least Squares, VARMA, and Estimating Functions;Box-Cox, Loess and Projection Pursuit Regression. |
75. Contemporary Bayesian Econometrics and Statistics (Wiley Series in Probability and Statistics) by John Geweke | |
Hardcover: 320
Pages
(2005-09-14)
list price: US$115.00 -- used & new: US$79.99 (price subject to change: see help) Asin: 0471679321 Canada | United Kingdom | Germany | France | Japan | |
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76. Advances in Spatial Econometrics: Methodology, Tools and Applications (Advances in Spatial Science) | |
Paperback: 513
Pages
(2010-11-02)
list price: US$209.00 -- used & new: US$165.87 (price subject to change: see help) Asin: 3642078389 Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description World-renowned experts in spatial statistics and spatial econometrics present the latest advances in specification and estimation of spatial econometric models. This includes information on the development of tools and software, and various applications. The text introduces new tests and estimators for spatial regression models, including discrete choice and simultaneous equation models. The performance of techniques is demonstrated through simulation results and a wide array of applications related to economic growth, international trade, knowledge externalities, population-employment dynamics, urban crime, land use, and environmental issues. An exciting new text for academics with a theoretical interest in spatial statistics and econometrics, and for practitioners looking for modern and up-to-date techniques. |
77. An Introduction to Mathematical Analysis for Economic Theory and Econometrics by Dean Corbae, Maxwell B. Stinchcombe, Juraj Zeman | |
Hardcover: 688
Pages
(2009-02-17)
list price: US$78.50 -- used & new: US$58.38 (price subject to change: see help) Asin: 0691118671 Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (4)
Probably the best math-econ book for anyone who wishes to pursue a Ph.D. in economics
An excellent math econ book
An impressive collection of tools from Mathematical Analysis applied to different fields of economics
easy to read; good exercise questions |
78. Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series) by Svetlozar T. Rachev, Stefan Mittnik PhD, Frank J. Fabozzi CFA, Sergio M. Focardi, Teo Jai PhD | |
Hardcover: 576
Pages
(2006-12-11)
list price: US$105.00 -- used & new: US$57.24 (price subject to change: see help) Asin: 0471784508 Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Financial econometrics is a quest for models that describe financial time series such as prices, returns, interest rates, and exchange rates. In Financial Econometrics, readers will be introduced to this growing discipline and the concepts and theories associated with it, including background material on probability theory and statistics. The experienced author team uses real-world data where possible and brings in the results of published research provided by investment banking firms and journals. Financial Econometrics clearly explains the techniques presented and provides illustrative examples for the topics discussed. Svetlozar T. Rachev, PhD (Karlsruhe, Germany) is currently Chair-Professor at the University of Karlsruhe. Stefan Mittnik, PhD (Munich, Germany) is Professor of Financial Econometrics at the University of Munich. Frank J. Fabozzi, PhD, CFA, CFP (New Hope, PA) is an adjunct professor of Finance at Yale University’s School of Management. Sergio M. Focardi (Paris, France) is a founding partner of the Paris-based consulting firm The Intertek Group. Teo Jasic, PhD, (Frankfurt, Germany) is a senior manager with a leading international management consultancy firm in Frankfurt. |
79. The Theory and Practice of Econometrics (Wiley Series in Probability and Statistics) by George G. Judge, William E. Griffiths, R. Carter Hill, Helmut Lütkepohl, Tsoung-Chao Lee | |
Hardcover: 1056
Pages
(1985-01)
-- used & new: US$60.00 (price subject to change: see help) Asin: 047189530X Average Customer Review: Canada | United Kingdom | Germany | France | Japan | |
Editorial Review Product Description Customer Reviews (3)
This was the econometrics bible but they never updated it
Precise and concise
outdated |
80. Handbook of Econometrics, Volume 4 | |
Hardcover: 1078
Pages
(1994-12-27)
list price: US$140.00 -- used & new: US$112.00 (price subject to change: see help) Asin: 0444887660 Canada | United Kingdom | Germany | France | Japan | |
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  | Back | 61-80 of 100 | Next 20 |