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Synopsis
A Guide to Econometrics has established itself as the first-choice text for teachers and students throughout the world. It provides an overview of the subject and an intuitive feel for its concepts and techniques without the notation and technical detail often characteristic of econometrics textbooks. The fourth edition updates the contents and references thoughout, while retaining the basic structure and flavor of earlier editions. New material has been added on several topics, such as bootstrapping, count data, duration models, generalized method of moments, instrumental variable estimation, linear structural relations, Monte Carlo studies, neural nets, time series analysis, and VARs. A new appendix and a new type of exercise underline the importance of the sampling distribution concept.
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From the Back Cover
A Guide to Econometrics has established itself as the first–choice text for teachers and students throughout the world who require an intuitive introduction to the subject without the notation and technical detail that characterize most textbooks.
This fourth edition updates the contents and references throughout the text, while retaining the basic structure and flavor of earlier editions. New material has been added on several topics such as bootstrapping, count data, duration models, generalized method of moments, instrumental variable estimation, linear structural relations. Monte Carlo studies, neural nets, sampling distributions, time series analysis and VARs.
"About this title" may belong to another edition of this title.
- PublisherMit Pr
- Publication date1998
- ISBN 10 0262611406
- ISBN 13 9780262611404
- BindingPaperback
- LanguageEnglish
- Number of pages460
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