Introduction to Econometrics |  | Author: Christopher Dougherty
Publisher: Oxford University Press, USA
Category: Book
List Price: $59.95
Buy New: $44.95
as of 3/16/2010 08:40 CDT details
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Rating:  5 reviews
Media: Paperback
Edition: 3
Pages: 480
Number Of Items: 1
Shipping Weight (lbs): 2
Dimensions (in): 9.5 x 7.3 x 1.1
ISBN: 0199280967
Dewey Decimal Number: 330.015195
EAN: 9780199280964
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Product Description
Introduction to Econometrics provides an introduction to econometrics using analytical and intuitive methods of the classical linear regression model. Mathematical notation is kept simple and step-by-step explanations of mathematical proofs are provided to facilitate learning. The text also provided to facilitate learning. The text also contains a large number of practical exercises, enabling students to practice what they have learned.
This new edition has been substantially updated and revised with the inclusion of new material on specification tests, binary choice models, tobit analysis, sample selection bias, nonstationary time series, and unit root tests and basic cointegration. The new edition is also accompanied by a website with Powerpoint slideshows giving a parallel graphical treatment of topics treated in the book, cross-section and time series data sets, manuals for practical exercises, and lecture note extending the text.
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| Customer Reviews:
A terrific book. January 18, 2000
James Dundas (Cambridge, England)
9 out of 10 found this review helpful
An excellent guide to someone starting out on an econometrics courese at university level. It really cuts through all the mathematical jargon that is usually found in books of this type and leaves the reader with a real understanding of the subject.
Best introductory book December 4, 2005
M Gemmill-Toyama
4 out of 4 found this review helpful
Although I have taken numerous courses in statistics, I have sometimes struggled to fully understand some of the key concepts in Econometrics. I finally decided to start from the beginning, and I read this book cover to cover. This text has made a world of difference for me as I am now able to pick up the standard Econometrics texts (Maddala, Woolridge, Greene, etc) and better understand more complex models. Another advantage of this text is that Dougherty uses Stata output and offers explanations on interpreting the output. This is a must read for anyone wanting a straightforward presentation of basic Econometrics.
One of a kind!!! June 19, 2005
Sara Rehman (London, UK)
5 out of 6 found this review helpful
My Amazon.co.uk review:
Whether or not you are an undergraduate at the LSE taking the introductory course on Econometrics (the author of the book is the lecturer of that course at the LSE), this book will be of interest to you if you'd like an introduction to Econometrics. It takes you from a very basic understanding of statistics right through to how to deal with non-stationary time series. In between it covers topics such as simple and multiple regression, problems with multicollinearity and misspecifications (e.g. omitted variable bias), heteroscedasticity, proxy variables and instrumental variables, simultaenous equation bias and time series. The book also gives you a basic understanding of how to use logit and probit analysis when fitting binary choice models. After having read the book you should be able to understand violations of Gauss-Markov conditions and know how to deal with them.
Dougherty has succeeded to make this book easy to understand for any undergraduate seeking knowledge in this topic. I find the detailed worked examples especially helpful for when it comes to solving practical problems for which the book mainly considers the use of Stata and EView. The book also has a lot of exercises that help enhance the student's understanding of the topics. Additionally, Dougherty has compiled a course guide that among other things also goes through some of the exercises in the book. The course guide can be found on his webpage at the LSE in addition to all slide shows corresponding to the chapters of the book. Together with these additional course materials, the book makes the topics very easy to understand and cope with for students and should help them do well in their courses on Econometrics. This is really one of a kind and an extremely useful basis for further studies in Econometrics!!
Superb January 18, 2007
Justin Briggs (Gaithersburg, MD)
2 out of 2 found this review helpful
Clear and complete, often shedding light on nuanced details left unexplained elsewhere, this book is masterfully written. In the past I've found statistics and numerical methods to be nauseatingly dull but this book is interesting and keeps your attention.
 An excellent introduction to the fields of studies March 20, 2003
a clear introduction to econometrics without use of advanced mathematics.
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