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A Guide To Econometrics
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A Guide To Econometrics

4.22 of 5 stars 4.22  ·  rating details  ·  81 ratings  ·  9 reviews
This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course.
Explains what is going on in textbooks full of proofs and formulas
Offers intuition, skepticism, insights, humor, and practical advice (dos and don'ts)
Contains new chapters that cover instrumental variables and comp
Paperback, 585 pages
Published February 1st 2008 by Wiley-Blackwell (first published January 1st 1979)
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Jake Losh
A book such as this serves no purpose in this day and age when one can easily get terse summaries of different statistical and econometric techniques from Wikipedia. This book has an awful lot of words but very few examples of how to apply many of techniques in practice, so often it doesn't really help when you have a confusion that you're trying to clear up. If William Greene's Econometric Analysis is too mathematical, at least it has good examples of how to apply that math and sometimes the ma ...more
One of the best, and easy to use summary in statistics to check assumptions and ensure correct analysis. Statistics are more abused than used, which renders this book a superior reference against common-day abuses.
Gotta say, for a subject that I really struggle with, this was a great read. The author does a good job explaining things conceptually. This will be something I buy and keep for a reference!
Mar 15, 2007 Arjun rated it 5 of 5 stars  ·  review of another edition
Recommends it for: Year 1 grad students
Shelves: academic
A very good treatment of what Econometrics is, in plain English. Use a good undergrad book, this and book like Goldberger to supplement your undoubtedly unreadable PhD level textbook.
Ben Mcnamee
Jun 14, 2007 Ben Mcnamee rated it 5 of 5 stars  ·  review of another edition
Recommends it for: anyone who is taking a statistics course or how uses statistics
Shelves: economica
This is simply the best, most useful resource available for anyone who does any applied statistics of any kind. Highly reccomended.
Rita Carreira
This is basically econometrics for dummies. If it's not in your bookshelf, then you can't call yourself an econometrician.
I'd be much worse off without this book.
One of the best Introductory Texts.
Lalaram Choudhary
good book
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