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Title: Advanced Econometrics by Takeshi Amemiya ISBN: 0-674-00560-0 Publisher: Harvard University Press Pub. Date: 01 October, 1985 Format: Hardcover Volumes: 1 List Price(USD): $65.00 |
Average Customer Rating: 5 (3 reviews)
Rating: 5
Summary: Jackpot/Bingo/Royal Flush
Comment: This is THE bible for understanding most empirical econ papers out there. I wished I had found it earlier.
Rating: 5
Summary: Top choice
Comment: Both comprehensive and well-structured this book proves indispensable for anyone delving into the realms of econometrics. Starting from classical least squares the author guides the reader to time series analysis, gls, nonlinear simultaneous equations models up to qr and tobit models. If formulas are a necessary condition for a good study book in econometrics, the clear language of this book fulfills the sufficient condition for any book in this category.
Rating: 5
Summary: The best book I have read for this subject.
Comment: I strongly recommend this book as a textbook for this subject. After reading and using this book, I gained a solid knowledge of econometrics.
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Title: Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge ISBN: 0262232197 Publisher: MIT Press Pub. Date: 01 October, 2001 List Price(USD): $75.00 |
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Title: Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge ISBN: 0262232332 Publisher: MIT Press Pub. Date: 01 September, 2003 List Price(USD): $24.95 |
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Title: Estimation and Inference in Econometrics by Russell Davidson, James G. MacKinnon ISBN: 0195060113 Publisher: Oxford University Press Pub. Date: 01 January, 1993 List Price(USD): $65.00 |
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Title: Time Series Analysis by James D. Hamilton ISBN: 0691042896 Publisher: Princeton University Press Pub. Date: 11 January, 1994 List Price(USD): $85.00 |
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Title: Analysis of Panel Data by Cheng Hsiao ISBN: 0521522714 Publisher: Cambridge University Press Pub. Date: 15 December, 2002 List Price(USD): $30.00 |
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