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Principles of Econometrics, Fourth Edition

$145.00 each

Authors:
R. Carter Hill, William E. Griffiths, and Guay C. Lim
Publisher: Wiley
Copyright: 2011
ISBN-13: 978-0-470-62673-3
Pages: 758; hardcover
Price: $145.00
Supplements:Using Stata for Principles of Econometrics, 4th Edition

Comment from the Stata technical group

Principles of Econometrics, Fourth Edition, by R. Carter Hill, William E. Griffiths, and Guay C. Lim, is an introductory book for undergraduate econometrics. This book exemplifies learning by doing and gets the reader working through examples as fast as possible with a minimum of theory. Although Principles of Econometrics is designed to be the textbook in a principles of econometrics course, the style and coverage make it useful background reading for higher level courses.

The authors cover a broad area of econometrics. Appendices quickly review the required mathematical, probability, and elementary-statistics tools, and a new Probability Primer provides extra exercises. The first seven chapters cover estimation and inference in linear models without using matrix algebra. The next two chapters cover heteroskedasticity and stationary time series. Chapters 10 and 11 cover the method of moments approach to least squares and instrumental-variables estimators and their application in simultaneous-equation models. New in the fourth edition is a discussion of instrument strength. Chapters 12, 13, and 14 provide nice introductions to the advanced time-series topics of nonstationarity, multiple time series, and time-varying volatility. Chapters 15 and 16 introduce two advanced topics in microeconometrics: panel-data models and models for qualitative and limited dependent variables.

The numerous, nicely discussed examples in this book make the hands-on approach work well. The level of abstraction is held to a minimum, and instruction proceeds by interpreting examples. The many excellent exercises will help interested readers gain experience in and understanding about the methods discussed in the text.

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