Econometrics

by Jan Stewart, Len Gill

Econometrics 2nd edition is designed as a complete text in econometric methods for intermediate and advanced undergraduates. The text builds from the classical regression model to cover large sample theory, disturbance problems and generalised least squares, formation estimation and testing of dynamic models, multivariate and dynamic multivariate models and limited dependent variable models.


Instructor's Manual (0-13-589482-4).

440 pages, Paperback

First published January 1, 1991

Reviews

[Michael Corley · Rating 5 out of 5]

I read this back in 2014 - the entire thing. It appears kind of dense, but you will be thankful that you have all the equations later on. I did it the hard way, by hand, the first time I went through it. Later on, when I spent more time on regression on my own, I realized it was really much simpler. Read it and struggle with it. Save it for the source equations.