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Introductory Econometrics: A Modern Approach

4.06  ·  Rating details ·  593 ratings  ·  23 reviews
The modern approach of this text recognizes that econometrics has moved from a specialized mathematical description of economics to an applied interpretation based on empirical research techniques. It bridges the gap between the mechanics of econometrics and modern applications of econometrics by employing a systematic approach motivated by the major problems facing applie ...more
Hardcover, 890 pages
Published July 1st 2005 by Thomson South-Western (first published 1999)
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Martin Lábaj
Jun 11, 2019 rated it it was amazing  ·  review of another edition
Perfect introduction to econometrics. Very well written. It covers all relevant topics for an empirical research. You start as a novice and at the end you can perform serious research and understand the papers based on econometric approach. Few sub-chapters and may be chapters 17 and 18 are hard to follow but otherwise you can have a fun reading the textbook. I would highlight chapter 8 on heteroskedasticity, chapters 13 and 14 on pooled crossed section and panel data, or chapter 15 on Insturmet ...more
Jan 09, 2012 rated it it was amazing
Recommends it for: student in economics and econometrics
As I said before, you cannot rate textbooks in the same manner as other books - however, this is a great, great introductory textbook on Econometrics and a good companion to Econometric Analysis of Cross Section and Panel Data. If you lack proof in this one you'll be sure to find a rigorous discussion in that one, and this one provides enough text to really get a grasp of how to perform the analysis hands on. ...more
Sep 02, 2018 rated it it was amazing
Shelves: economics
Having already read Stock and Watson's econometrics book, I do say that I found Wooldridge's simultaneously (1) more technical and challenging and (2) ultimately more useful, especially when working with the provided datasets (if you have R, go ahead and install the 'wooldridge' package when reading this book). Both books covered the same material more-or-less, but I guess it is a question of where your interests and prior knowledge of applied probability and statistics are at before taking a co ...more
Breinholt Dorrough
Dense and unapproachable in subject matter, sure, but also in style and presentation, which rendered this book impossible to learn from. Thanks, internet, for providing this information in clearer and cheaper fashion.
Aug 04, 2017 rated it really liked it  ·  review of another edition
This has been a widely used econometric textbook for a good reason. Econometrics can be a rather daunting subject to learn, but the author does a great job breaking down the seemingly complex formulae in a clear and succinct way coupled with well-chosen examples that help readers think through the underlying notions. I would no doubt strongly recommend this book to anyone who wants an accessible introduction to the subject.
May 31, 2012 rated it it was amazing
Simply the best undergraduate econometrics textbook available. Formal treatment, complete coverage of most important topics, and some extra math for those inclined (in the appendices).
A great book for learning regression analysis, even for those whose topic is not related to economy (like me).
I only read a section here and a few pages there, but this book helped me out a lot.

It answered a lot of specific questions I had about dummy variables, dealing with heteroskedasticity and others. Some tests are explained in a nice step-by-step manner so that they are easily implementable if no code is available for the platform of your choice.

I can absolutely recommend it.
Alvin Setiawan
Dec 24, 2018 rated it really liked it
Now, THIS is the real textbook. Author really know what's up. I personally think it is well written in format (at least compared to PMBOK). Author provide the fundamental logic or assumption clearly for every approach. Don't understand the theoretical mathematics equation? Fine, juts look at the example and you will get better understanding. Framework for each chapter is also explained flawlessly. Of course for some reason people felt that content is definitely a bit dense. But hey, it's just li ...more
Emtiaz Hossain  Hritan
The whole book is written in a clear and lucid language. Previously, I read Gujrati's book and became frustrated with econometrics. I got A in my graduate Econometrics course at USF using this book. Many of my confusions was cleared. Certainly , this is good for undegrad and masters, not suitable for PhD( as PhD requires more rigorous texts). Btw, plenty of examples to count. ...more
Waris Ahmad Faizi
Aug 03, 2020 rated it really liked it  ·  review of another edition
An important and valuable text book for those who want to learn the basics about Econometrics.
Recommended for every economist.
Rúben Jesus
Jun 04, 2018 rated it liked it
Shelves: books-i-own
Must've read this mess three times now. Can't say that I had a good time. Nor that it was as straightforward as it could've been. ...more
Vaibhav Dhabaria
Feb 26, 2021 rated it it was amazing
This is my first review, only because I believe this book deserves every bit of acclaim. Very very good book! Anyone who wants to "understand" econometrics, go for this book. ...more
Max DT
To be honest, I didn't read all that much of this one. Hence no rating given. This is just for 'records', lol. ...more
Arnel Catangay jr.
Apr 10, 2021 rated it it was amazing
This book is good for starters. Not so mathematical but more on intuition. If you've finished this already, it's time to level up haha! ...more
Moon Na
Sep 26, 2012 rated it really liked it
I use this book instead of the required text my lecturer suggested, but it gives me more than I hope. Difficult definitions, formula, models are explained in detailed and clearly although Woolridge cancelled mostly rigorious proofs. However, my course focuses on practicing (applied econ) so it's still ok. :-)
The appendix is pretty helpful to review statistical problems in comparison with its length.
Apr 10, 2007 rated it it was amazing
OK, I didn't actually read this one... :) ...more
Richard Knepper
Aug 27, 2012 rated it liked it
Legible, but rough on the eyes...
Connor Oswald
Oct 02, 2019 rated it really liked it  ·  review of another edition
Very clear
Jan 08, 2015 rated it it was ok  ·  review of another edition
Recommended to Lauren by: Andrew Zeitlin
This book was very confusing. I think some more illustrations and charts would have helped make some of the theoretical stuff easier to understand.
Thomas Tony
Sep 30, 2010 rated it really liked it  ·  review of another edition
this book most help to study, and give me more trick... ^_^
Sergey Alexeev
May 28, 2013 rated it it was amazing  ·  review of another edition
No need to look further, this is exactly what you need to make sense out of econometrics!
Don Cheadle
Apr 18, 2020 rated it it was amazing  ·  review of another edition
Thoroughly enjoyed this textbook, which I read instead of going to lectures/ watching videos.
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