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Econometric Analysis (7th Edition), by William H. Greene
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Econometric Analysis� 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.
- Sales Rank: #92908 in Books
- Published on: 2011-02-13
- Original language: English
- Number of items: 1
- Dimensions: 9.20" h x 1.80" w x 7.50" l, 3.74 pounds
- Binding: Hardcover
- 1232 pages
Most helpful customer reviews
49 of 57 people found the following review helpful.
A good book for graduate students, useful as reference book
By Daniel Ventosa S
I bought this book in order to understand better my PhD courses. I must admit that after a few tries, I went back to Davidson and Mackinnon manual and to Hamilton's Time Series Bible. It could be seen as an intermediate level book, which is a main problem: undergraduates (except for the advanced ones) won't feel comfortable with the level of the book; applied econometrists will think perhaps that greene's book covers all the main topics but not profoundly enough (In the unit root chapter for example, the demonstration of the unit root test -Dickey-Fuller- is not present). As some of the other reviewers, I agree with the fact that, covering so many topics, the organization of the book could be improved. The mathematical tools explanation is a very clever idea; everybody lacking mathematical knowledge should read the first chapters. Some of my teachers appreciate (and I agree with them, without being an expert of that topic) particularly the panel regression chapter. I think this book fits better the graduate needs, especially those being, or wanting to be applied econometricians. If you are looking for an advanced theoretical manual, Greene's is not the best choice; if you are interested in having a -slightly more than- fairly good understanding of what is done currently in the field, then grab this book. But be aware, if you want to feel comfortably when reading it, you should be familiarized with the field. I recommend Johnston and Dinardo's Manual and Walter Ender's Manual (for time series only). Finally, it must be said that the fourth edition doesn't differ too much from the third one.
32 of 37 people found the following review helpful.
A poor book at a rich price.
By A Customer
I own many econometrics books and this is by and large the worst I had (I sold it at once after the course I HAD to buy it for, while I kept all others). It seems it covers everything while, in fact, almost all results are just presented rather than analyzed, let alone analyzed in depth. The best thing about the book is probably the table of contents, as one gets an overall idea of what econometrics deals with today. In fact, no other book aims at covering so much. Otherwise, it looks, feels and performs like an undergraduate text ...
On top of that, this edition in particular is especially bad: the blue ink stains your hands, and there are MORE typos than in the previous one. If you absolutely want to get it, buy the third edition (if you find one used).
If you want more serious general econometrics, have a look at Davidson and MacKinnon's book. If you want asymptotic theory, get White's. For time series, Hamilton's or Brockwell and Davis'.
24 of 27 people found the following review helpful.
About the 4th ed.:
By A Customer
I've just bought the 4th edition. At my first glance it differs not much from the 3rd one, except: [1] a CD-ROM is attached; [2] typos have been corrected; [3] the WHOLE content is blue-printed instead of dark-printed, which I find uncomfortable (not used to) in reading it.
The rest is similar to its 3rd edition -- poor in organization, as I mentioned before. In my professor's and my views, its 2nd edition is much better.
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