Econometric Analysis

by William H. Greene

Econometric Analysis serves as a bridge between an introduction to the field of econometrics and the professional literature for social scientists and other professionals in the field of social sciences, focusing on applied econometrics and theoretical background. This book provides a broad survey of the field of econometrics that allows the reader to move from here to practice in one or more specialized areas. At the same time, the reader will gain an appreciation of the common foundation of all the fields presented and use the tools they employ.

Genres: Economics, Mathematics, Textbooks, Reference, Nonfiction, Academic, Finance

1232 pages, Hardcover

First published January 1, 1990

Reviews

[Scott]

A great reference book, a horrible teaching/learning book.

[Adam]

The style of the text is a little too talky for my tastes and uses that dumb "case-study" format that business majors seem to love. But after wading far enough through the mist he eventually gets to the important mathematical theory and explains it fairly well.

[Bill Zhou]

I hope could be more interested in Greene's storytelling.

[Johan Monge]

Even for a graduate-level textbook, this text was unnecessarily pedantic. Worth skimming to understand the high-level ideas in econometrics, yet developing a nuanced understanding is not worth the time of a non-academic/research practitioner. For non-practitioners, this book is likely best used as a reference textbook for esoteric analysis, which unfortunately necessitates an initial read to understand the econometric tools at your disposal. I was definitely not the target audience, but I still benefitted from reading this text

[Abhishek Anand]

Reading this as non economics major or a graduating student can be really challenging. It is a challenging read like most college textbooks. The mathematical notations used become more difficult to keep track of as you go deeper into the book, this and the complexity of the subject was the reason i couldn't follow much towards the later half. Still its a good textbook that can be used as a reference, at least i know what page to turn to if i ever encounter a similar problem in future.

[Paul,]

Used this textbook for three semesters in my Econ Ph.D. program. It is not a friendly read, nor particularly well-organized. But it is a nice references to many, many obscure topics. And it makes attempts to be relevant and provide examples.

[Denis Dinand]

He tends to be too abstract at times

[Francisco Villaseñor]

Great econometrics text book

[Tijana]

never mentally recovered from it

[Gijs Werkman]

Solid reference for econometric techniques and concepts, though it is quite dense and abstract.

[Battlehammer]

La bibbia dell'Econometria. "Econometric Analysis" è un libro assolutamente completo per quanto riguarda l'econometria tradizionale. Dedica 2 capitoli finali all'analisi delle serie storiche, riguardo a cui non entra eccessivamente nei dettagli.

[Lim Sourkea]

Good!

[Pao Maya]

Super util

[Nikos Bar]

Not so friendly but a nice guide to the theory of implemented econometrics.

[Jiayin]

Still use it everyday.