Textbook

Introduction to Econometrics

ISBN: 978-0-470-03270-1

Paperback

376 pages

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Introduction to Econometrics (0470032707) cover image

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Addresses problems that many students face with existing textbooks by providing a balanced introduction to the statistical and probability theory that underlies econometrics and also to the tools that are required to do practical data work.
Places a greater emphasis on econometrics models e.g. ARMA models or VARs rather than the methods used to analyze those models.
Provides a bridge between introductory and more advanced undergraduate courses in econometrics.
Caters for students of differing mathematical and statistical abilities.
Offers a good training in doing the basics of empirical work.
Extensive empirical examples, problem sets and computer materials will be provided on an accompanying website.
Chaps 1 & 2 provide non-technical background to basic tools and allow students to start empirical work
Chap 3 onwards – theoretical econometrics begins
Includes a wide range of models used by economists e.g. ARMA, VAR, logit and probit