Econometric Analysis |  | Author: William H. Greene
Publisher: Prentice Hall
List Price: $173.33
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Rating:  58 reviews
Sales Rank: 14513
Media: Hardcover
Edition: 6th
Pages: 1216
Number Of Items: 1
Shipping Weight (lbs): 4.4
Dimensions (in): 9.4 x 7.5 x 2
ISBN: 0135132452
Dewey Decimal Number: 330.015195
EAN: 9780135132456
ASIN: 0135132452
Publication Date: August 17, 2007
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Product Description
Econometric Analysisi, 6/e serves as a bridge between an introduction to the field of econometrics and the professional literature for social scientists and other professionals in the field of social sciences, focusing on applied econometrics and theoretical background. This book provides a broad survey of the field of econometrics that allows the reader to move from here to practice in one or more specialized areas. At the same time, the reader will gain an appreciation of the common foundation of all the fields presented and use the tools they employ. This book gives space to a wide range of topics including basic econometrics, Classical, Bayesian, GMM, and Maximum likelihood, and gives special emphasis to new topics such a time series and panels. For social scientists and other professionals in the field who want a thorough introduction to applied econometrics that will prepare them for advanced study and practice in the field.
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Showing reviews 1-5 of 58
 Wonderfull job! October 23, 2009
Luis Adolfo Pereira Beckstein (Brazil)
That's a great satisfaction! Good price and good delivered, even though i'm living in Brazil!
Outstanding Reference Text! June 7, 2009
Vivek B. Ajmani (Twin Cities, MN)
1 out of 1 found this review helpful
Folks:
I used this text in the first graduate level course in Applied Econometrics at the University of MN. I came into the class with an advanced degree in Statistics and 10 years of work experience. I found the text to be a one-stop guide to the commonly (and some not commonly) used methods in Econometrics. I love the layout of the text and the transition from OLS through the more advanced topics. In fact, this is the text which inspired me to write my own book "Applied Econometrics Using the SAS System." The wealth of examples that Prof Greene provides in this text is fantastic. I've used most of the examples from this text (with permission) in my own text. However, I must add that instrumental variables including measurement errors, and omitted variables bias is better explained in the text by Woolridge. I also feel that the chapter on Duration Models can be further expanded. The chapter on Simultaneous Equations Model is a bit hard to read unless you are well versed in reading advanced mathematical literature. If not, then the basic text by Ashenfelter, et al is fantastic as it explains the same concept using a simple linear regression model.
Overall, there is a good reason by most Econ departments use Greene's text for teaching introductory level Econometrics courses. This is a handy reference which always lies within reach when I'm at work or at home.
Best Wishes
Vivek Ajmani
St Paul, MN, USA
This is a must have, under certain conditions May 31, 2009
Pedro Gardete (Berkeley, CA)
This is one of the best econometrics books I've ever come across, and I use it as a reference. It's a classic within the field, and good both for reference as well as to understand topics.
This book requires some knowledge of econometrics and the language used to describe it, and is not advisable to non-graduate students. If you are a graduate student though, *especially* a phd student, give this book a try. You won't regret it.
 The poster child for all that is wrong with econometrics textbooks May 26, 2009
The Wild Gunman (Austin, Texas USA)
3 out of 4 found this review helpful
This book seems to be the standard, go-to textbook for modern econometric methods. It suffers from the same problem that plagues all econometrics texts. Like all metrics textbooks, it's long and overly detailed where it should be concise, and it's terse where it should be detailed. It also lacks a coherent, step by step structure. It's rather stunning how the book can suddenly change gears, getting half way through introducing the rationale and reasoning behind a particular method or approach, then inexplicably digressing into a confusing, long winded mathematical derivation of the asymptotics of the method, and then completely abandoning the reader. It might make a reasonable reference book for one's bookshelf, though the price is awfully high for such a reference. Just don't expect to learn much econometrics from it without a set of really good lecture notes.
Statistics texts are almost universally either ultra-simple, hand waving outlines with no good mathematical insight, or they're a sprawling, useless mess of asymptotic derivations with no practical explanation, applicable intuition, or computational guidance. I'm hoping that one day, someone will write a really good econometrics textbook. Maybe Greene or a co-author could radically overhaul the book someday. Until then, I'm afraid we're stuck.
A Missed Opportunity April 22, 2009
Mr. Me (Boston, MA USA)
4 out of 4 found this review helpful
Scattered throughout this 1300+ page monster are the pieces of an excellent 600-page econometric theory reference work. At his best, Greene's explanations are clear and strike a good balance between concision and explanatory detail. In particular, the sections on OLS and the mathematical appendices are very good.
But then there are the flaws. This was the only core textbook used in my first year PhD core published by a commercial textbook firm rather than a university press, and it has all the defects that make undergraduate texts so horrible. The theoretical passages are fragmented by largely unhelpful examples of applications, all typeset in some ugly sans serif font that sometimes look like it's not even kerned properly. The middle of the book is not well organized, and explanations often refer to results proved in later chapters; I speculate without other evidence that some editor reshuffled the order of the chapters to make older editions' page and problem numbers obsolete. Older (and hopefully future) editions may not have this problem, but it's really bad in the sixth.
I hope future editions of this book will lose the fat, find somebody with a sense of design to set the type, and put the chapters in a logical sequence. Then it might be a fine textbook. For now, there are plenty of other graduate econometrics textbooks; if you have a choice, consider your other options.
Showing reviews 1-5 of 58
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