Introduction to Econometrics

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9780199280964: Introduction to Econometrics
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Introduction to Econometrics provides an introduction to econometrics using analytical and intuitive methods of the classical linear regression model. Mathematical notation is kept simple and step-by-step explanations of mathematical proofs are provided to facilitate learning. The text also provided to facilitate learning. The text also contains a large number of practical exercises, enabling students to practice what they have learned.

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 basic cointegration. The new edition is also accompanied by a website with Powerpoint slideshows giving a parallel graphical treatment of topics treated in the book, cross-section and time series data sets, manuals for practical exercises, and lecture note extending the text.

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About the Author:


Christopher Dougherty is a Senior Lecturer in Economics at the 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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Other Popular Editions of the Same Title

9780195043464: Introduction to Econometrics (Book and 2 Disks)

Featured Edition

ISBN 10:  0195043464 ISBN 13:  9780195043464
Publisher: Oxford University Press, 1992
Hardcover

9780198776437: Introduction to Econometrics

Oxford..., 2002
Softcover

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