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Introduction to Econometrics Paperback – 23 Nov. 2006
There is a newer edition of this item:
- ISBN-100199280967
- ISBN-13978-0199280964
- Edition3rd
- PublisherOUP Oxford
- Publication date23 Nov. 2006
- LanguageEnglish
- Dimensions24.38 x 2.29 x 18.54 cm
- Print length480 pages
Product description
About the Author
Christopher Dougherty is a Senior Lecturer in Economics at the London School of Economics
Product details
- Publisher : OUP Oxford; 3rd edition (23 Nov. 2006)
- Language : English
- Paperback : 480 pages
- ISBN-10 : 0199280967
- ISBN-13 : 978-0199280964
- Dimensions : 24.38 x 2.29 x 18.54 cm
- Best Sellers Rank: 3,207,051 in Books (See Top 100 in Books)
- 2,017 in Professional Financial Forecasting
- Customer reviews:
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- Reviewed in the United Kingdom on 18 December 2015Bought of Economic degree.
- Reviewed in the United Kingdom on 26 May 2019Helped me to believe this material is accessible when broken down.
- Reviewed in the United Kingdom on 17 December 2014great condition thanks
- Reviewed in the United Kingdom on 23 October 2016Book delivered was not the one advertised. Similar but different name and completely different author (it's a textbook).
- Reviewed in the United Kingdom on 12 March 2009I'm using the book as the main part of my distance learning at London School of Economics. It's very good, specially when used in combination with the slides made available on-line. The part on instrumental variables and logit, probit and tobit could be clearer, though
- Reviewed in the United Kingdom on 15 September 2006This introductory book is easy to understand. It covers all basic econometrics topics and some advanced topics such as stationary and non-stationary time series. Explanations are simple and not too technical. For those qualitative persons doing econometrics this book will be a saviour. For those quantitative persons, they may find the book oversimplistic but is still useful for an introductory course to grasp the basics. What this book lack is mathematical proofs. But other than that this book is an excellent one.
- Reviewed in the United Kingdom on 13 March 2004CDs "Introduction to Econometrics" provides you with a comprehensive background on the subject (Time series, Simultaneous equations, Heteroscedasticity, Multicollinearity, Binary choice models, etc.) to be able to interpret and perform your own econometric analysis for further use in applied economics.
The book serves as an excellent introduction for both quantitative and qualitative thinkers. The former gain a broad view of the subject that lays down the foundation for more hardcore mathematical modelling. The mathematical proofs in the appendix give a more succinct explanation of the techniques employed.
Qualitative readers are able to comprehend the statistical models without having to struggle with endless formulas and boring mathematical proofs. The necessary skills that they require for writing/reading economic analysis are all explained in this book.
The slides give you a more concise treatment of the material and the study guide a more applied flavour of econometrics. These are all freely downloadable from the LSE economics website.
I personally found this book very helpful to proceed onto postgraduate economics.
- Reviewed in the United Kingdom on 22 September 2009The book skips around making it hard to follow, but worst of all for any book of this kind is that is does not provide any answers for the questions it asks, making it impossible to checks your progress. The website is now out of date rendering this book obsolete.
Top reviews from other countries
247collegetextbooksReviewed in the United States on 15 December 20105.0 out of 5 stars Review for Book
The book is well written. Explanations on the vital classical assumptions that must be met for OLS to work are given, and problems when these assumptions are not met are also explained. Good introductory econometrics book that explains multicollinearity, serial correlation, spurious regression results, granger causality, and a plethora of other economic terms in an understandable format for the reader.
You will learn the material quickly are learn how to make sure the equation is void of any specification errors and how to check for issues that may arise in economic analysis.
Paul MatharuReviewed in the United States on 2 November 20135.0 out of 5 stars Good stuff
Great seller great book. The material is well presented and easy to understand not many changes from the new edition worth buying.
Cristiano RonaldoReviewed in the United States on 4 April 20111.0 out of 5 stars Poor book
There are many notes in this book and the out face waa scratched.
The framework is too bad,doesn't provide a line from EZ to hard.
Try some other quantitative finance text,please
Justin BriggsReviewed in the United States on 18 January 20075.0 out of 5 stars Superb
Clear and complete, often shedding light on nuanced details left unexplained in other intro texts, 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.