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yoyogi
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Joined: December 17th, 2003, 12:46 am

Econometrics

June 17th, 2004, 5:25 am

Can someone recommend a good intro book for econometrics???
 
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9827579
Posts: 32
Joined: October 2nd, 2003, 9:45 am

Econometrics

June 17th, 2004, 5:52 am

I can e-mail you some econometric stuff from the university I went to. Send me (pm) your e-mail if you're interested....Bateman
 
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Hardy
Posts: 26
Joined: February 4th, 2003, 1:15 pm

Econometrics

June 17th, 2004, 6:01 am

"A Guide to Econometrics" by Kennedy (Blackwell) very good and readable introduction, before you tackle the heavier stuff.
 
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niki
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Joined: April 10th, 2003, 2:17 pm

Econometrics

June 17th, 2004, 7:03 am

I would suggest also William H Greene "Econometric Analysis" which covers maybe a bit more than Kennedy's book.
 
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DaGuy
Posts: 34
Joined: June 14th, 2004, 12:21 am

Econometrics

June 18th, 2004, 3:47 am

I would recommend both Greene's and Kennedy's book. The best book lies somewhere in between. Greene could be hard to read but it has a bunch of good stuff; on the other hand, Kennedy's book is a nice read but is not as complete.
 
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adas
Posts: 226
Joined: May 31st, 2004, 10:59 am

Econometrics

June 18th, 2004, 6:55 am

Quote would suggest also William H Greene "Econometric Analysis" which covers maybe a bit more than Kennedy's book. I respectfully disagree. yoyogi asked for a recommendation for introductory econometrics book, and Greene, while vast in it's scope cannot fit this bill. As a student of Greene's 5th Edition, I can say that the "bible" of econometrics is for reference purposes only.I would recommend, as a few other have in the past:1. Revising your elementary stats.2. Gujarati's "Basic Econometrics" now available in a spanking new edition3. Econometric Methods by Johnston and Dinardo4. Once you have attained some mastery over basic econometrics and feel like pursuing large sample theory, proceed to Greene.
Last edited by adas on June 17th, 2004, 10:00 pm, edited 1 time in total.
 
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WilmottBookshop
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Joined: August 1st, 2002, 2:40 pm

Econometrics

June 18th, 2004, 8:55 am

YoyogiHere is a link to the books mentioned on this forum in the Wilmott Bookshop:Books on econometrics: Greene, Kennedy, etc.Philip
 
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Debut
Posts: 24
Joined: December 28th, 2003, 6:44 pm

Econometrics

June 18th, 2004, 11:52 am

I was in the same position, i.e. I also looked for an intro book in econometrics. Don't know about the other books but I found Wooldridge's book "Introductory Econometrics" to be a perfect fit for my needs. And there is a solution manual downloadable for instructors, so maybe you can somehow manage to get it.
 
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reza
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Joined: August 30th, 2001, 3:40 pm

Econometrics

June 18th, 2004, 3:13 pm

they say the "Bible" for Time Series is J.D. Hamiltonthe P. Kennedy book "A Guide to Econometrics" is very good as well
Last edited by reza on June 17th, 2004, 10:00 pm, edited 1 time in total.
 
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Maelo
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Joined: July 28th, 2002, 3:17 am

Econometrics

June 18th, 2004, 9:42 pm

QuoteOriginally posted by: 9827579I can e-mail you some econometric stuff from the university I went to. Send me (pm) your e-mail if you're interested....BatemanI am interested as well: if you are so gentle!!! I pm you!!
 
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Maelo
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Joined: July 28th, 2002, 3:17 am

Econometrics

June 18th, 2004, 9:51 pm

Reza is rigth abiut HAmiltin but the truth is could not be considered "introductory"; it is heavy oriented towrad diffrence euatiosn, etc. (good deal but not after you grasp what the heck is about); Greene book is too complex and, in my humble opinion, Wooldrige does not worth its reading.My suggestion:Pindyck & Rubinfeld "Econometric Modles and Economic Forecasts". easy book, doesn't take anything for granted and explans you all the details.M
Last edited by Maelo on June 17th, 2004, 10:00 pm, edited 1 time in total.
 
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adas
Posts: 226
Joined: May 31st, 2004, 10:59 am

Econometrics

June 18th, 2004, 11:33 pm

QuotePindyck & Rubinfeld "Econometric Modles and Economic Forecasts". easy book, doesn't take anything for granted and explans you all the details.Yep! Definately the way to go if you are interested in learning more time series. The authors have also written a very useful and readable undergradauate microeconomics textbook.
Last edited by adas on June 20th, 2004, 10:00 pm, edited 1 time in total.
 
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PinballWizard
Posts: 357
Joined: March 13th, 2002, 4:36 pm

Econometrics

June 19th, 2004, 4:30 pm

Kennedy's book is not really comparable to any of the other Econometric books mentionned. I would consider it more as a guide aimed at practitioners who have already some econometrics experience. It does not cover basic econometric methods & theory in detail, but is more of a critical discussion of the applicability of the tools and the pitfalls to watch out for.That's why it is such a great book to have - but I would not recommend it as a very first econometrics text.
 
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athos20145
Posts: 96
Joined: July 14th, 2002, 3:00 am

Econometrics

June 20th, 2004, 2:14 pm

The book by Pindyck & Rubinfeld is very clear. It has very neat end-of-chapter appendices that repeat techniques in the main text using matrix algebra.An old text I like is Henri Theil's "Principles of Econometrics". It devotes a superb Chapter 1 to matrix algebra, rather than relegating it to an end-of-book appendix.
 
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Moneyfool
Posts: 28
Joined: December 15th, 2001, 9:03 pm

Econometrics

June 20th, 2004, 5:31 pm

Why does no one mention Davidson/MacKinnonOk the first few chapters are painful,but once you get over that hurdle you're ready for anything!!!They recently completed their primer for "estimation and inference"
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