When Dimitrios Asteriou and Stephen G. Hall's Applied Econometrics published in 2007, it quickly became the ideal text for students who were searching for a reliable and practical grounding in the subject. Now in this new edition, the authors refine existing strengths of the previous edition and add significantly new material, expanding the scope of the book and making it a more flexible teaching tool. In addition to providing instructions for performing all tests in EViews and Microfit, the book now includes instructions for STATA. The book will be accompanied by a website containing full data sets as well as PowerPoint slides for each chapter.
The econometrics shelf is full of books that are either obsessed with theory or want to explain everything with excel spreadsheets and histograms alone. Asterio - Hall take an approach where they don't shy away from throwing calculus and proofs but always present the intuition that one needs for solving real problems. It is one of those rare books on statistics that is full of examples without compromising on mathematical rigour. As a graduate student of mathematics studying finance and economics I couldn't have asked for a better book on the subject.