Introduction to Econometrics

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Oxford University Press, 2007 - Business & Economics - 464 pages
2 Reviews
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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an excellent book , very simple to understand , very simply mathematically explained . very informative and a good course for both teachers and students but at least 100 page review must be given.

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Very confusing text.

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About the author (2007)

Christopher Dougherty is a Senior Lecturer in Economics at the London School of Economics

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