Econometrics by Bruce Hansen (2022, Hardcover)

Princeton University Press

0691235899

9780691235899

7057256419

Econometrics

1080 Pages

English

2022

Reference, Economics / General, Econometrics

Yes

Business & Economics

Bruce Hansen

Hardcover

2.3 in

81.3 Oz

10.3 in

8.4 in

2021-049283

23

330.015195

The most authoritative and up-to-date core econometrics textbook available Econometrics is the quantitative language of economic theory, analysis, and empirical work, and has become a cornerstone of graduate economics programs. Econometrics provides graduate and PhD students with an essential introduction to this foundational subject in economics, and serves as an invaluable reference for researchers and practitioners. This comprehensive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of econometrics. Covers the full breadth of econometric theory and methods with mathematical rigor while emphasizing intuitive explanations that are accessible to students of all backgrounds Draws on integrated, research-level datasets, provided on an accompanying website Discusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learning Features hundreds of exercises that enable students to learn by doing Includes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examples Can serve as a core textbook for a first-year PhD course in econometrics and as a follow-up to Bruce E. Hansen's Probability and Statistics for Economists, The most authoritative and up-to-date core econometrics textbook available Econometrics is the quantitative language of economic theory, analysis, and empirical work, and it has become a cornerstone of graduate economics programs. Econometrics provides graduate and PhD students with an essential introduction to this foundational subject in economics and serves as an invaluable reference for researchers and practitioners. This comprehensive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of econometrics. Covers the full breadth of econometric theory and methods with mathematical rigor while emphasizing intuitive explanations that are accessible to students of all backgrounds Draws on integrated, research-level datasets, provided on an accompanying website Discusses linear econometrics, time series, panel data, nonparametric methods, nonlinear econometric models, and modern machine learning Features hundreds of exercises that enable students to learn by doing Includes in-depth appendices on matrix algebra and useful inequalities and a wealth of real-world examples Can serve as a core textbook for a first-year PhD course in econometrics and as a follow-up to Bruce E. Hansen's Probability and Statistics for Economists

HB139.H3636 2022