Introduction to Econometrics

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9780198776437: Introduction to Econometrics

Introduction to Econometrics,2/e offers a step-by-step introductory guide to the core areas of econometrics. Accessible to readers with limited mathematical backgrounds, the book provides an analytical and an intuitive understanding of the classical linear regression model. This new edition has been substantially updated and revised with the inclusion of new material on specification tests, binary choice models, tobit analysis, sample selection bias, nonstationary time series, and unit root tests and cointegration.

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About the Author:

Christopher Dougherty is a Senior Lecturer in Economics, London School of Economics.

Review:

"At last an econometrician aware of the robust finding that not every student who needs or wants to take econometrics is a math genius."--Robert Rycroft, Mary Washington College

"A fine textbook which may be used in an undergraduate econometrics course at any school. Fills an important gap in that it presents an elementary and highly readable discussion of most topics along with Monte Carlo experiments and data applications."--Sunil Sapra, California State University

"An excellent introduction to econometrics. Ideas are very well motivated. Very intuitive approach. Good mix of theory and examples. The best of the growing bunch of undergraduate econometric texts."--Gary D. Ferrier, University of Arkansas

"Without sacrificing technical rigor, Dougherty's text provides more intuition to what econometrics does than any other currently available."--Bill Herrin, University of the Pacific

"Clear organization...well written."--Paul Rappaport, Temple University

"This book takes econometric training one giant step in the right direction toward real applied research."--Edward e. Leamer, University of California, Los Angeles

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