Econometric Foundations Pack [With CDROM]

by Ron C. Mittelhammer, George G. Judge, Douglas J. Miller

Econometric Foundations establishes a new paradigm for teaching econometric problems to talented upper-level undergraduates, graduate students, and professionals. The complete package (text,... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0521623944
• ISBN13: 9780521623940
• Release Date: July 2000
• Publisher: Cambridge University Press
• Length: 784 Pages
• Weight: 3.40 lbs.
• Dimensions: 1.7" x 7.3" x 10.3"

Customer Reviews

Econometric foundations

The book arrived on time, but it is a bit damaged on the back.

Software compatibility issue

If you read 'readme.txt' carefully, you'll find instructions on how to run examples under full GAUSS version. I use GAUSS 5.0 to run the examples, and no problems at all. To me, it's a good place to learn GAUSS programming.

Good software bundle

The book itself and the software programs themselves are "independently" valuable. Especially, GAUSS instruction programs are well organized, but the system itself is a little bit old(GAUSS 3.2 Light for WIN 95/NT) and Aptech version-up offer has already expired you might take into your account. There are huge amount of descriptions about GAUSS program not in book but in CD software, from Ruud Koning's GAUSS instruction to searchable GAUSS maling list archive(1995-1999) and very useful matrix review manual. But you may have to consider that the content of book itself does not describe any GAUSS but adds computer problem sets as bonus and that whole GAUSS computer problem requires original "ef" library inside CD and does not support higher edition of GAUSS(You should run inside GAUSS 3.2). The book is for advanced readers only(after reading Greene) and is not a classical econometric book which covers time series. So, this is best for those who are in in the field of Bayesian, nonparametric, or a little bit skewed to theory of that kind, but not good for those who are in the field of "classical" econometrics, time series and financial related. No time series stuff described at all.