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Econometric Analysis, by William H. Greene
Free PDF Econometric Analysis, by William H. Greene
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- Sales Rank: #1919367 in Books
- Published on: 1998-03-20
- Original language: English
- Number of items: 1
- Dimensions: 9.75" h x 8.25" w x 2.00" l,
- Binding: Hardcover
- 1075 pages
From the Publisher
This text introduces students to applied econometrics-including basic techniques in regression analysis and some of the rich variety of models that are used.
From the Back Cover
Key Benefit: This book introduces students to applied econometrics including basic techniques in regression analysis and some of the rich variety of models that are used. Key Topics: Includes self-contained summaries of the matrix algebra, statistical theory, and mathematical statistics used in the book. Covers Estimator, ML, GMM, and 2 step; Panel data, heteroscedasticity, qualitative responsive models, limited dependent variables, and emphasizes nonlinear models. Also discusses current topics in applied econometrics, such as GMM estimation methods, Lagrange multiplier tests, and time series analysis.
Most helpful customer reviews
31 of 37 people found the following review helpful.
Matrix and Vector BONANZA!
By A Customer
The comments noting Greene's notational prowess are certainly accurate, at least in my experience of the text. If you are hunting for THE book on econometrics, particularly cross-section and panel, then Greene's is the place to turn. One would be hard pressed to find much that Greene doesn't cover, except for advanced Time-Series Econometrics. (If you are looking for an outstanding Time-Series text that is very rigorous, pick up Hamilton's "Time-Series Analysis." But this is not for the faint-hearted. An easier, but much less complete text on Time-Series is Walter Enders' Applied Econometric Time-Series.)
A terrific textbook lineup for a 1st-2nd semester graduate course in econometrics is Greene's Econometric Analysis and Peter Kennedy's Guide to Econometrics.
5 of 6 people found the following review helpful.
Now, it has a competitor
By Rodrigo D. S. Bueno
Greene is NOT a very good book. However it not a bad one either.
It is only a comprehensive book on Econometrics, more suitable for applied economists for a quick review.
I do not like the author's style of presenting the proof before the theorem. This makes it difficult and confusing to follow.
Before buying it, the customer should take a look at a more recent, well organized, great competitor, and better book both for practitioners and a more theoretical econometrists:
Ruud, Arthur. An Introduction to Classical Econometric Theory.
5 of 7 people found the following review helpful.
Excellent guide to a difficult, but important, subject
By A Customer
Bill Greene's book is one of the best econometric texts available. It is not, however, a 'cookbook' that allows a 'user' of econometric software to simply plug and play. This is a book for graduate study or, at the very least, advanced undergraduates who are comfortable with mathematical statistics. It will also serve those who want to be updated on the most recent (and there are many) advances in the field. Well written and showing once again that Greene knows his stuff.
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