Description
Hendry and Nielsen's Econometric Modeling is a well-thought-out alternative to other introductory econometric textbooks. I especially like the decision to treat time-series and cross-section analysis simultaneously, since the dichotomy between them, which arises in most other texts, is artificial. -- Douglas Steigerwald, University of California, Santa Barbara This textbook is concise, up-to-date, and largely self-contained. The models it presents are just complicated enough to set out the main econometric ideas. -- Marius Ooms, Free University, Amsterdam
About the Author
David F. Hendry is Professor of Economics at the University of Oxford and a Fellow of Nuffield College. Bent Nielsen is Reader in Econometrics at the University of Oxford and a Fellow of Nuffield College
Reviews
"Hendry and Nielsen's somewhat unusual data-driven approach works well...providing genuine insights at a reasonably advanced level."--John Hudson, Times Higher Education "Summing up: A remarkable achievement, a beautiful piece of work, engaging the reader quickly with the subject matter, Econometric Modeling provides a good introduction to the field for aspiring and advanced students and also contains valuable material and hints for experts already well versed in the subject. A must-buy for the library."--Current Engineering Practice
Book Information
ISBN 9780691130897
Author David F. Hendry
Format Paperback
Page Count 384
Imprint Princeton University Press
Publisher Princeton University Press
Weight(grams) 652g