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 econometri
