Introductory Econometrics
This is a textbook for the standard undergraduate econometrics course. Its only prerequisites are a semester course in statistics and one in differential calculus. Arthur Goldberger, an outstanding researcher and teacher of econometrics, views the subject as a tool of empirical inquiry rather than as a collection of arcane procedures. The central issue in such inquiry is how one variable is related to one or more others. Goldberger takes this to mean "How does the average value of one variable vary with one or more others?" and so takes the population conditional mean function as the target of empirical research.
The structure of the book is similar to that of Goldberger's graduate-level textbook, A Course in Econometrics, but the new book is richer in empirical material, makes no use of matrix algebra, and is primarily discursive in style. A great strength is that it is both intuitive and formal, with ideas and methods building on one another until the text presents fairly complicated ideas and proofs that are often avoided in undergraduate econometrics. To help students master the tools of econometrics, Goldberger provides many theoretical and empirical exercises and real micro-and macroeconomic data sets. The data sets, available for download at www.hup.harvard.edu/features/golint/, deal with earnings and education, money demand, firm investment, stock prices, compensation and productivity, and the Phillips curve. THE DATA SETS CAN BE FOUND HERE.Format:Hardcover
Language:English
ISBN:067446107X
ISBN13:9780674461079
Release Date:September 1998
Publisher:Harvard University Press
Length:256 Pages
Weight:1.25 lbs.
Dimensions:0.9" x 6.6" x 9.5"
Customer Reviews
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Published by Thriftbooks.com User , 21 years ago
I might be biased given that professor Goldberger taught at my undergrad school. But this book is quite nice. I can see how for some people it is not clear enough: this book is a rigorous, little, dense brick packed with information and no fancy/cute diagrams. To really get something out of it, i could not just read it, but rather had to sit down with pen and paper and write down along the concepts. If you are willing to do that, then you will really enjoy it, as i certainly did.
Sets the Standard for undergraduate study of Econometrics
Published by Thriftbooks.com User , 25 years ago
This book begins with the simplest of concepts and gradually builds into more complex concepts by the end of the book. In the mean time the reader attains a better understanding of each issue while slowly broadening his scope at a pace that is very comfortable.
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