ENGLISH

An Introduction to Classical Econometric Theory

By Paul A. Ruud

Book information

Publisher
Oxford University Press
Year
2000
ISBN
0195111648, 9780195111644
Open Library ID
OL7388102M
Language
english
Format
PDF
Filesize
33 MB (34229424 bytes)
Edition
First Edition
Pages
975\975
Time added
2010-02-18 13:16:04
Финансово-экономические дисциплины;Эконометрика

Description

This is another good, modern textbook on parametric, cross-sectional econometrics (don't look for non/semi-parametric or time-series econometrics in here). It is, I think, in the same league as Wooldridge, which is however less technical and spends more time describing empirical applications. I think Ruud is a very nice addition to an econometric shelf. The notation is good, and the math/stat appendix is one of the best I have ever seen (the section on multivariate differentiation in particular is outstanding and very useful). Overall, if you want to have 3 *relatively* basic books on parametric cross-section econometrics, I think this is a good companion to Wooldridge and Cameron and Trivedi (a nice compendium of applied tools, which also includes some non-parametrics, for which the best introduction is likely Pagan and Ullah). If time-series is important to you, Hayashi is a good choice. As you may have guessed, I am not a big fan of Greene, which I do own but never look at.

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