Introduction to Econometrics

By Christopher Dougherty

Book Overview

Introduction to Econometrics provides an introduction to econometrics using analytical and intuitive methods of the classical linear regression model. Mathematical notation is kept simple and step-by-step explanations of mathematical proofs are provided to facilitate learning. The text also provided to facilitate learning. The text also contains a large number of practical exercises, enabling students to practice what they have learned.

This new edition has been substantially updated and revised with the inclusion of new material on specification tests, binary choice models, tobit analysis, sample selection bias, nonstationary time series, and unit root tests and basic cointegration. The new edition is also accompanied by a website with Powerpoint slideshows giving a parallel graphical treatment of topics treated in the book, cross-section and time series data sets, manuals for practical exercises, and lecture note extending the text.

• Format: Paperback
• Language: English
• ISBN: 0199280967
• ISBN13: 9780199280964
• Release Date: March 2007
• Publisher: Oxford University Press
• Length: 480 Pages
• Weight: 2.00 lbs.
• Dimensions: 7.3" x 0.9" x 9.6"

Customer Reviews

Superb

Clear and complete, often shedding light on nuanced details left unexplained elsewhere, this book is masterfully written. In the past I've found statistics and numerical methods to be nauseatingly dull but this book is interesting and keeps your attention.

Best introductory book

Although I have taken numerous courses in statistics, I have sometimes struggled to fully understand some of the key concepts in Econometrics. I finally decided to start from the beginning, and I read this book cover to cover. This text has made a world of difference for me as I am now able to pick up the standard Econometrics texts (Maddala, Woolridge, Greene, etc) and better understand more complex models. Another advantage of this text is that Dougherty uses Stata output and offers explanations on interpreting the output. This is a must read for anyone wanting a straightforward presentation of basic Econometrics.

An excellent introduction to the fields of studies

a clear introduction to econometrics without use of advanced mathematics.

A terrific book.

An excellent guide to someone starting out on an econometrics courese at university level. It really cuts through all the mathematical jargon that is usually found in books of this type and leaves the reader with a real understanding of the subject.