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Oct 03, 2016 To be fair the book is well written. And I confirmed this with my hardcore econ PhD friends. Also, that is why a lot of econometrics professors love this book. However, if you do not have a solid math/ econometrics background then I suggest starting with easier book such as Wooldridge or Cameron's Econometrics book. Then look at Hayashi. Key Takeaways from this Best Econometrics Books. Along with this Econometrics book, you will receive MindTap technology which will help you master the subject with interactive videos, materials, and animation videos. This top Econometrics textbook is quite comprehensive, even if it’s a guide for beginners (more than 780 pages of materials). This book is designed to serve as the textbook for a first-year graduate course in econometrics. It has two distinguishing features. First, it covers a full range of techniques with the estimation method called the Generalized Method of Moments (GMM) as the organizing principle.
- 'Students of econometrics and their teachers will find this book to be the best introduction to the subject at the graduate and advanced undergraduate level. Starting with least squares regression, Hayashi provides an elegant exposition of all the standard topics of econometrics, including a detailed discussion of stationary and non-stationary.
- ECONOMETRICS BRUCE E. HANSEN ©2000, 20191 University of Wisconsin Department of Economics This Revision: August, 2019 Comments Welcome 1This manuscript may be printed and reproduced for individual or instructional use, but may not be printed for commercial purposes.
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Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also disti...more
Published November 19th 2000 by Princeton University Press (first published October 30th 2000)
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Game theory, economics and econometrics 5 books — 2 voters
Books - required at top US colleges 80 books — 6 voters
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routinely chose the wrong greek letters
May 10, 2013Mtaboga rated it really liked it
Nice overview of several topics in econometrics, with a unifying GMM approach.
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