Econometrics
Bruce E. Hansen is one of the world's most cited econometricians and the Mary Claire Aschenbrener Phipps Distinguished Chair of Economics at the University of Wisconsin-Madison.
Econometrics is the quantitative language of economic theory, analysis, and empirical research, and it has become a foundational component of graduate economics programs. Econometrics is an essential introduction to this foundational subject in economics for graduate and PhD students, as well as an invaluable reference for researchers and practitioners. This comprehensive textbook covers fundamental concepts, focuses on modern, real-world applications, and provides students with an intuitive understanding of econometrics.
- Covers the entire range of econometric theory and methods with mathematical rigor, with an emphasis on intuitive explanations that are understandable to students of all backgrounds.
- Uses integrated, research-level datasets from an accompanying website.
- Linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learning are all covered.
- It contains hundreds of exercises that allow students to learn by doing.
- Includes extensive appendices on matrix algebra and useful inequalities, as well as a plethora of real-world examples.
- Can be used as a core textbook for a first-year PhD econometrics course and as a supplement to Bruce E. Hansen's Probability and Statistics for Economists.
Author: Bruce Hansen
Link to buy: https://www.amazon.com/Econometrics-Bruce-Hansen/dp/0691235899/
Ratings: 5 out of 5 stars (from 8 reviews)
Best Sellers Rank: #149,945 in Books
#14 in Econometrics & Statistics
#39 in Economics (Books)
#62 in Business Encyclopedias
