Econometric Analysis

by William H. Greene

For a one-year graduate course in Econometrics. This text has two objectives. The first is to introduce students to applied econometrics, including basic techniques in regression analysis and some of the rich variety of models that are used when the linear model proves inadequate or inappropriate. The second is to present students with sufficient theoretical background that they will recognize new variants of the models learned about here as merely natural extensions that fit within a common body of principles. The Fifth Edition features a complete update of techniques and developments, a reorganization of material for improved presentation, and new material and applications.

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

Hardcover

First published January 1, 1990

Reviews

[Scott · Rating 2 out of 5]

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

[Adam · Rating 4 out of 5]

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 · Rating 5 out of 5]

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

[Johan Monge · Rating 3 out of 5]

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 · Rating 3 out of 5]

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, · Rating 3 out of 5]

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 · Rating 4 out of 5]

He tends to be too abstract at times

[Francisco Villaseñor · Rating 5 out of 5]

Great econometrics text book

[Tijana · Rating 4 out of 5]

never mentally recovered from it

[Gijs Werkman · Rating 3 out of 5]

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

[Battlehammer · Rating 4 out of 5]

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 · Rating 5 out of 5]

Good!

[Pao Maya · Rating 4 out of 5]

Super util

[Nikos Bar · Rating 3 out of 5]

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

[Jiayin · Rating 5 out of 5]

Still use it everyday.