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Econometric Analysis
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Binding: Hardcover
Dewey Decimal Number: 330.015195
EAN: 9780135132456
Edition: 6th
ISBN: 0135132452
Label: Prentice Hall
Manufacturer: Prentice Hall
Number Of Items: 1
Number Of Pages: 1216
Publication Date: August 17, 2007
Publisher: Prentice Hall
Studio: Prentice Hall
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Editorial Review:
Econometric Analysisi, 6/e serves as a bridge between an introduction to the field of econometrics and the professional literature for social scientists and other professionals in the field of social sciences, focusing on applied econometrics and theoretical background. This book provides a broad survey of the field of econometrics that allows the reader to move from here to practice in one or more specialized areas. At the same time, the reader will gain an appreciation of the common foundation of all the fields presented and use the tools they employ. This book gives space to a wide range of topics including basic econometrics, Classical, Bayesian, GMM, and Maximum likelihood, and gives special emphasis to new topics such a time series and panels. For social scientists and other professionals in the field who want a thorough introduction to applied econometrics that will prepare them for advanced study and practice in the field.
Customer Reviews
Average Rating: 
Rating:  - great reference book
Short summary:
1) graduate level (Master or Ph.D) textbook
2) good math required (matrix notions, probabilities, integrals)
3) most commonly used econometric methods covered
4) in depth presentation left for special topic books
5) most people will need as a reference book
6) recommand Kennedy's book together with this book.
Additional comments:
I agree with most reviewers on this book. It is a great reference book. It is already very heavy. There ... Read More
Rating: - A excellent reference on statistical modelling
"Econometric Analysis" is an excellent reference book that cover all the different types of models that a person is likely to use in a typical statistical analysis. Topics covered include: Linear Regression Models; Generalized Least Squares; Models for Panel Data (including random effects models); Nonlinear Regression; Simultaneous Equation Models; Time Series Models; and Models for Event Counts, to name a few. Many of these topics are beyond the scope of a typical undergraduate course. However, the explanations ... Read More
Rating:  - Don't buy the 5th edition
As of January 1st, 2008, according to Professor Green's web site the 6th edition of this book is already available from other vendors, but Amazon is still trying to sell you the 5th edition text. If you're going to spend so much money on a book, at least get the latest edition.
Rating: - Excellent
Really good advanced Econometrics Text. Anyone with a basic background in statistics, econometrics and matrix algebra will benefit greatly.
Rating: - Not an easy book
Be warned. If you are buying this book for your first class in graduate-level econometrics, I suggest you also look around for another book or two to give you a different (easier) take on this material.
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