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A Course in Econometrics
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A Course in Econometrics

3.58 of 5 stars 3.58  ·  rating details  ·  12 ratings  ·  2 reviews
The primary purpose of this book is to prepare students for empirical research in economics. But it also equips those who plan to specialize in econometric theory and those whose empirical interests are in sociology or business. Aimed at first-year graduate students and advanced undergraduates, A Course in Econometrics covers the fundamentals - classical regression and sim...more
Hardcover, 405 pages
Published April 15th 1991 by Harvard University Press
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Ben Mathew
The best way to learn econometrics. The scales fell from my eyes after reading this. Clearly separates identification and estimation. Most econometrics texts jumble these two things together to confuse the hell out of everybody. Somebody please write an updated textbook that takes this approach!
Goldberger was my econometrics professor in graduate school. His lectures were remarkably lucid, as is his text (which allowed me to retire my dog-eared lecture notes).
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