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Econometrics

Language EnglishEnglish
Book Hardback
Book Econometrics Bruce Hansen
Libristo code: 38410461
Publishers Princeton University Press, August 2022
The most authoritative and up-to-date core econometrics textbook availableEconometrics is the quanti... Full description
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Probability and Statistics for Economists Bruce Hansen / Book Hardback
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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
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About the book

Full name Econometrics
Author Bruce Hansen
Language English
Binding Book - Hardback
Date of issue 2022
Number of pages 1080
EAN 9780691235899
ISBN 0691235899
Libristo code 38410461
Weight 1854
Dimensions 260 x 210 x 64
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