Introductory Econometrics - Softcover

Dhrymes, P. J. J.

Softcover

ISBN 10: 1461262941 ISBN 13: 9781461262947

Publisher: Springer, 2011

Synopsis

This book represents a first course in econometrics, assuming only some knowledge of elementary probability theory and statistics on the part of the student. Its rigorous and comprehensive discussion concentrates on the general linear model, treating the standard case as well as the consequences resulting from violation of the underlying assumptions.

About this title

From the Back Cover

This book provides a rigorous introduction to the principles of econometrics and gives students and practitioners the tools they need to effectively and accurately analyze real data. Thoroughly updated to address the developments in the field that have occurred since the original publication of this classic text, the second edition has been expanded to include two chapters on time series analysis and one on nonparametric methods. Discussions on covariance (including GMM), partial identification, and empirical likelihood have also been added. The selection of topics and the level of discourse give sufficient variety so that the book can serve as the basis for several types of courses. This book is intended for upper undergraduate and first year graduate courses in economics and statistics and also has applications in mathematics and some social sciences where a reasonable knowledge of matrix algebra and probability theory is common. It is also ideally suited for practicing professionals who want to deepen their understanding of the methods they employ. Also available for the new edition is a solutions manual, containing answers to the end-of-chapter exercises.

About the Author

Phoebus James Dhrymes was born in Ktima (Cyprus) on October 1, 1932 and died on April 8, 2016 in New York. His surname derives from the place of his ancestry, “Dhrymou” (nowadays spelled “Drimou”), a small village in the Paphos district, only a few miles from Ktima.  

His life journey from the humble beginnings of a village boy to the Edwin W. Rickert Professor of Economics at Columbia University, is an amazing story of diligence and perseverance, sprinkled with seemingly inadvertent decisions, such as his volunteering to be drafted into 

the US Army in 1952, but always driven by the single-mindedness to succeed, and guided by the most honorable virtues of his Greek heritage: fairness (δικαιοσύνη), temperance (σωφροσύνη), fortitude (ανδρεία) and wisdom (φρόνηση); virtues that fostered an unquenched thirst for knowledge, passion for teaching, and a life-time devotion to his family. 

Edition details

• Publisher: Springer
• Publication date: 2011
• Language: English
• ISBN 10: 1461262941
• ISBN 13: 9781461262947
• Binding: Paperback
• Number of pages: 439