£43.51

Princeton University Press Econometrics

Name: Econometrics
Brand: Princeton University Press
Price: 43.51 GBP
Availability: InStock

Econometrics

Same price for 7 weeks. Today is much like next week.

£44 for 48 days straight · last change was Nov 2025

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 581 days • 581 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 581 days • 9 price levels

Days at Price

Current Price

Price Analysis

Most common price: £39 (204 days, 35.1%)

Price range: £31 - £51

Price levels: 9 different prices over 581 days

Description

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 distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results. Econometrics has many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models (such as probit and tobit) are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient manner. Eight of the ten chapters include a serious empirical application drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises at the end of each chapter provide students a hands-on experience applying the techniques covered in the chapter. The exposition is rigorous yet accessible to students who have a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions, so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text. For those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research. For the theoretically inclined, the no-compromise treatment of the basic techniques is a good preparation for more advanced theory courses.

Key Features

Princeton University Press

Product Specifications

Brand: Princeton University Press
Format: hardcover
ASIN: 0691010188
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 14 December 2000
Listed Since: 16 December 2006

Barcode

No barcode data available

Princeton University Press Econometrics

Same price for 7 weeks. Today is much like next week.

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Econometric Methods with Applications in Business and Economics

Applied Econometric Analysis Using Cross Section and Panel Data (Contributions to Economics)

Econometrics with Machine Learning: 53 (Advanced Studies in Theoretical and Applied Econometrics, 53)

Applied Statistics and Econometrics: Basic Topics and Tools with Gretl and R

The Art and Science of Econometrics (Routledge Studies in Economic Theory, Method and Philosophy)

An Introduction to Modern Econometrics Using Stata

Methods for Estimation and Inference in Modern Econometrics

Methods for Estimation and Inference in Modern Econometrics

Econometrics

Econometric Modeling: A Likelihood Approach

Microeconometrics Using Stata, Second Edition, Volume II: Nonlinear Models and Casual Inference Methods: 2

Microeconometrics and MATLAB: An Introduction

Microeconometrics Using Stata, Second Edition, Volume I: Cross-Sectional and Panel Regression Models: 1

Spatial Econometrics: Spatial Autoregressive Models: 1 (World Scientific Series On Econometrics And Statistics)

Recent Advances and Future Directions in Causality, Prediction, and Specification Analysis: Essays in Honor of Halbert L. White Jr

An Introduction to Econometric Theory

Probability and Statistics for Economists

Advanced Econometric Theory (Routledge Advanced Texts in Economics and Finance)

Econometrics with Machine Learning: 53 (Advanced Studies in Theoretical and Applied Econometrics, 53)

Foundations of Modern Econometrics: A Unified Approach

Econometric Analysis of Cross Section and Panel Data 2e: Second Edition (The MIT Press)

Introductory Econometrics: Intuition, Proof, and Practice

Henri Theil’s Contributions to Economics and Econometrics: Volume III: Economic Policy and Forecasts, and Management Science: 24 (Advanced Studies in Theoretical and Applied Econometrics, 24)

Generalized Method of Moments (Advanced Texts in Econometrics)