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Title: The Theory and Practice of Econometrics (Wiley Series in Probability and Mathematical Statistics: Applied Probability and Statistics Section) by G.C. Judge, W.E. Griffiths, R.C. Hill, H. Lutkepohl, T.C. Lee ISBN: 0-471-84572-8 Publisher: John Wiley and Sons Ltd Pub. Date: 25 June, 1986 Format: Paperback |
Average Customer Rating: 4 (2 reviews)
Rating: 5
Summary: Precise and concise
Comment: Another review stated that Green was a clearer book than Judge et al. No way. This book starts and concludes thoughts without the constant refer to section blah blah blah found in Green. Also Judge et al. is accurate; something sorely missing in Green. Hamilton on the other hand focuses strictly on time series, and forecasting. If you want a solid reference for econometrics this is the most complete and well thought out book available.
Rating: 3
Summary: outdated
Comment: I don't want to say too much about this book. I use it a lot. But I think what is in this book has been said so much more clearly elsewhere. I would rather attack econometrics using Greene's clarity or if I were interested in time-series, I would much rather have Hamilton. It is okay. It was a warhorse for its time. But unless you need it for a class, I think there are better references out there.
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Title: Analysis of Panel Data by Cheng Hsiao ISBN: 0521522714 Publisher: Cambridge University Press Pub. Date: 15 December, 2002 List Price(USD): $30.00 |
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Title: Time Series Analysis by James Douglas Hamilton ISBN: 0691042896 Publisher: Princeton Univ Pr Pub. Date: 11 January, 1994 List Price(USD): $85.00 |
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Title: Introduction to the Theory and Practice of Econometrics, 2nd Edition by George G. Judge, R. Carter Hill, William E. Griffiths, Helmut Lütkepohl, Tsoung-Chao Lee ISBN: 0471624144 Publisher: Wiley Text Books Pub. Date: 17 March, 1988 List Price(USD): $110.95 |
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Title: Asymptotic Statistics by A. W. van der Vaart ISBN: 0521784506 Publisher: Cambridge University Press Pub. Date: 19 June, 2000 List Price(USD): $40.00 |
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Title: Economics and Consumer Behavior by Angus Deaton, John Muellbauer ISBN: 0521296765 Publisher: Cambridge University Press Pub. Date: 30 May, 1980 List Price(USD): $40.00 |
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