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Econometrics

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Hardback
1080 Pages
22 November 2022
RRP: $180.00
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The most authoritative and up-to-date core econometrics textbook available

Econometrics is the quantitative language of economic theory, analysis, and empirical work, and it has become a cornerstone of graduate economics programs. Econometrics provides graduate and PhD students with an essential introduction to this foundational subject in economics and serves as an invaluable reference for researchers and practitioners. This comprehensive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of econometrics.

  • Covers the full breadth of econometric theory and methods with mathematical rigor while emphasizing intuitive explanations that are accessible to students of all backgrounds
  • Draws on integrated, research-level datasets, provided on an accompanying website
  • Discusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learning
  • Features hundreds of exercises that enable students to learn by doing
  • Includes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examples
  • Can serve as a core textbook for a first-year PhD course in econometrics and as a follow-up to Bruce E. Hansen’s Probability and Statistics for Economists

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    Product Details
    ISBN-13
    9780691235899
    Author
    Bruce Hansen
    Publisher
    Princeton University Press
    Published
    22 November 2022
    Format
    Hardback
    Pages
    1080

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    RRP: $180.00
    $167.00
    Ships in 2-5 business days

    Delivery estimate

    Hurry up! Current stock:

    Econometrics

    RRP: $180.00
    $167.00

    Description

    The most authoritative and up-to-date core econometrics textbook available

    Econometrics is the quantitative language of economic theory, analysis, and empirical work, and it has become a cornerstone of graduate economics programs. Econometrics provides graduate and PhD students with an essential introduction to this foundational subject in economics and serves as an invaluable reference for researchers and practitioners. This comprehensive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of econometrics.

    • Covers the full breadth of econometric theory and methods with mathematical rigor while emphasizing intuitive explanations that are accessible to students of all backgrounds
    • Draws on integrated, research-level datasets, provided on an accompanying website
    • Discusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learning
    • Features hundreds of exercises that enable students to learn by doing
    • Includes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examples
    • Can serve as a core textbook for a first-year PhD course in econometrics and as a follow-up to Bruce E. Hansen’s Probability and Statistics for Economists

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