Econometric methods

Author: Johnston
Publisher:
Publish Date: 2004-06-01
Features: This book was first published in 1963 and has been reprinted approximately every 10 years to keep pace with the development of econometrics. Over the decades, it has become a widely adopted textbook in prestigious universities around the world. The primary objectives of this edition are twofold: first, to provide a comprehensive, easy-to-understand, and practical handbook of econometric methods; second, to illustrate these methods using real datasets. These datasets are provided on the accompanying data disk, allowing readers to replicate the case studies in the text, experiment with the problems at the end of each chapter, and conduct further analysis on their chosen methods. Therefore, this book has been almost entirely rewritten and includes introductions to several new topics, such as asymptotic theory, time series, model evaluation, generalized method of moments (GMM), computationally intensive methods, and microeconometrics. A data disk is included.