Econometric Analysis
by William H. Greene
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List Price: $177.33
Our Price: $101.12
Your Save: $ 76.21 ( 43% )
Availability: Usually ships in 24 hours
Manufacturer: Prentice Hall
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Average Customer Rating:   
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Binding: Hardcover
Dewey Decimal Number: 330.015195
EAN: 9780135132456
ISBN: 0135132452
Label: Prentice Hall
Number Of Items: 1
Number Of Pages: 1216
Publication Date: 2007-08-17
Publisher: Prentice Hall
Studio: Prentice Hall
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Spotlight customer reviews:
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Customer Rating:
Summary: Up to date and complete
Comment: I used the 2003 edition. This book is a reference in econometrics; it has many examples with real data from econometrics articles. If you are a beginner in econometrics you will need some effort to the way Greene presents the thinks. The matrix presentation requires advance math skills.
Customer Rating:
Summary: great reference book
Comment: Short summary:
1) graduate level (Master or Ph.D) textbook
2) good math required (matrix notions, probabilities, integrals)
3) most commonly used econometric methods covered
4) in depth presentation left for special topic books
5) most people will need as a reference book
6) recommand Kennedy's book together with this book.
Additional comments:
I agree with most reviewers on this book. It is a great reference book. It is already very heavy. There are so much that you can include in a book, and only a limited space. So there is a balance of coverage and usefulness, for this reason, this book did strike a good balance.
Most commonly used as advance textbook in business school. To advanced students, this is the seperation line. If you can not use these tools, then thinking to go further in the field is just a dream.
There are also difficiencies in this book. See some of the reviews on Kennedy's book. Essentially, the question of Why doing this, why this method instead of others, ... are left out. So highly recommand Kennedy's book together with this one.
Customer Rating:
Summary: A excellent reference on statistical modelling
Comment: "Econometric Analysis" is an excellent reference book that cover all the different types of models that a person is likely to use in a typical statistical analysis. Topics covered include: Linear Regression Models; Generalized Least Squares; Models for Panel Data (including random effects models); Nonlinear Regression; Simultaneous Equation Models; Time Series Models; and Models for Event Counts, to name a few. Many of these topics are beyond the scope of a typical undergraduate course. However, the explanations of the models are clear and consise, with worked examples, and could easily be comprehended by an undergraduate. Exercises and applications are also included at the end of each chapter, although solutions to the exercises are not provided. I purchased this book to help me with some of the time series models that I needed to fit for my PhD thesis and I have found it to be a lot more useful than many books that are written solely on the topic of time series analysis.
Customer Rating:
Summary: Don't buy the 5th edition
Comment: As of January 1st, 2008, according to Professor Green's web site the 6th edition of this book is already available from other vendors, but Amazon is still trying to sell you the 5th edition text. If you're going to spend so much money on a book, at least get the latest edition.
Customer Rating:
Summary: Excellent
Comment: Really good advanced Econometrics Text. Anyone with a basic background in statistics, econometrics and matrix algebra will benefit greatly.
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Editorial Reviews:
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Customer Rating:
Summary: Up to date and complete
Comment: I used the 2003 edition. This book is a reference in econometrics; it has many examples with real data from econometrics articles. If you are a beginner in econometrics you will need some effort to the way Greene presents the thinks. The matrix presentation requires advance math skills.
Customer Rating:
Summary: great reference book
Comment: Short summary:
1) graduate level (Master or Ph.D) textbook
2) good math required (matrix notions, probabilities, integrals)
3) most commonly used econometric methods covered
4) in depth presentation left for special topic books
5) most people will need as a reference book
6) recommand Kennedy's book together with this book.
Additional comments:
I agree with most reviewers on this book. It is a great reference book. It is already very heavy. There are so much that you can include in a book, and only a limited space. So there is a balance of coverage and usefulness, for this reason, this book did strike a good balance.
Most commonly used as advance textbook in business school. To advanced students, this is the seperation line. If you can not use these tools, then thinking to go further in the field is just a dream.
There are also difficiencies in this book. See some of the reviews on Kennedy's book. Essentially, the question of Why doing this, why this method instead of others, ... are left out. So highly recommand Kennedy's book together with this one.
Customer Rating:
Summary: A excellent reference on statistical modelling
Comment: "Econometric Analysis" is an excellent reference book that cover all the different types of models that a person is likely to use in a typical statistical analysis. Topics covered include: Linear Regression Models; Generalized Least Squares; Models for Panel Data (including random effects models); Nonlinear Regression; Simultaneous Equation Models; Time Series Models; and Models for Event Counts, to name a few. Many of these topics are beyond the scope of a typical undergraduate course. However, the explanations of the models are clear and consise, with worked examples, and could easily be comprehended by an undergraduate. Exercises and applications are also included at the end of each chapter, although solutions to the exercises are not provided. I purchased this book to help me with some of the time series models that I needed to fit for my PhD thesis and I have found it to be a lot more useful than many books that are written solely on the topic of time series analysis.
Customer Rating:
Summary: Don't buy the 5th edition
Comment: As of January 1st, 2008, according to Professor Green's web site the 6th edition of this book is already available from other vendors, but Amazon is still trying to sell you the 5th edition text. If you're going to spend so much money on a book, at least get the latest edition.
Customer Rating:
Summary: Excellent
Comment: Really good advanced Econometrics Text. Anyone with a basic background in statistics, econometrics and matrix algebra will benefit greatly.
Econometric Analysisi, 6/e serves as a bridge between an introduction to the field of econometrics and the professional literature for  social scientists and other professionals in the field of social sciences, focusing on applied econometrics and theoretical background. This book provides a broad survey of the field of econometrics that allows the reader to move from here to practice in one or more specialized areas. At the same time, the reader will gain an appreciation of the common foundation of all the fields presented and use the tools they employ. This book gives space to a wide range of topics including basic econometrics, Classical, Bayesian, GMM, and Maximum likelihood, and gives special emphasis to new topics such a time series and panels. For social scientists and other professionals in the field who want a thorough introduction to applied econometrics that will prepare them for advanced study and practice in the field.
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