Econometrics

by Franco Peracchi

Die Ökonometrie oder Wirtschaftsstatistik beschäftigt sich mit der Datensammlung, Variablenmessung, der Analyse von Zusammenhängen und der Prüfung von Hypothesen. Schwerpunkte dieses Buches liegen unter anderem auf der Auswahl von geeignetem Datenmaterial und nichtparametrischen Methoden. Ergänzt wird der für fortgeschrittene Studenten gedachte Text durch zahlreiche Abbildungen, Beispiele, Übungsaufgaben und bibliographische Angaben.

• Format: Hardcover
• Language: English
• ISBN: 0471987646
• ISBN13: 9780471987642
• Release Date: January 2001
• Publisher: Wiley
• Length: 704 Pages
• Weight: 2.54 lbs.
• Dimensions: 1.5" x 6.1" x 9.2"

Customer Reviews

rather good

Book in rather good conditions, the cover is just al little scratched but the interior is pretty good. Well done!

This book is reasonably good, but may be difficult for beginners

I personally find the book reasonably good. The book is rigorous, and provides sound theoretical foundations, although it contains a few typos. The book also contains some extensive survey of frontier topics, such as nonparametric estimation and adpative estimation, which is another plus of this book. I personally learned a lot from this book. There are some shortcomings, though. First, the book may be too difficult (or too mathematical) for beginners. It should be used for students who have taken an introductory econometric course at the graduate level. Second, it is currently too expensive. Third, there are not many applications or examples.

USA Student

It seems to me that the "A Reader from the USA" is drivven by personal reason, maybe because he didn't get the grade he was looking for. I personally find the book one of the best that you can find. It covers many topics and, which is great and helpful, has a reference guide at the end of each chapter. The best way to know which paper are the first you should read.It starts with Ordinary Least Squares, with a good statistical background. It then makes an obvious step explaining where OLS could fail, and how the reseracher should act in this case.The book covers also new research areas, giving a good introduction to the Bootstrapping, to Panel-Data analysis and to Limited Dependent Variables. I highly recommend this book!