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Introduction to the Theory and Practice of Econometrics, 2nd Edition
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Author: George G. Judge, R. Carter Hill, William E. Griffiths, Helmut Lütkepohl, Tsoung-Chao Lee
List Price: $106.95
Our Price: Click to see the latest and low price
ISBN: 0471624144
Publisher: Wiley Text Books (17 March, 1988)
Edition: Hardcover
Sales Rank: 248,831
Average Customer Rating: 4 out of 5
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Customer ReviewsRating: 4 out of 5
Introduction to the Theory and Practice of Econometrics
The book is excellent for the mathematically inclined student who masters well linear lagebra. It uses matrix notaion extensively and enables one to generalize results without getting lost. I used that book in my intermediate econometrics course at the undergraduate level. I am convinced it is a mistake to start learning econometrics by first using the algebraic approach then the matrix approach. This only brings about confusion. This book is excellent as when one thinks hard through theoretical results it is much easier to get a good grasp of the empirical results one finds in applied work. I always consult this book first when I am a bit rusty in classical and special topics in econometrics. The book is not up to date to more modern econometrics such as cointegration and unit root analysis (those subjects don't exist in it).
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