A Course in Econometrics

Author: Arthur S. Goldberger
List Price: $57.50
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ISBN: 0674175441
Publisher: Harvard Univ Pr (July, 1991)
Sales Rank: 133,043
Average Customer Rating: 3.8 out of 5

Customer Reviews

Rating: 4 out of 5
Good for graduate students with high level in econometrics
It is an essential book if you study econometrics at a PhD level, otherwise maybe it is too complete and not easy to understand without previous knowledge.

Rating: 2 out of 5
outdated
One of my professors (Josh Angrist) said once that a lot of peple can run regression, but very few understand what regression is. This book can help you to understand what you actually estimate by applying regression. The problem with this book that it's outdated. Discussion of asymptotic theory is unsufficient, there is nothing on IV or GMM estimation. I would recommend to buy Davidson and MacKinnon "Estimation and Inference In Econometrics" instead of this one.

Rating: 5 out of 5
Excellent as an introduction and as a reference.
This is one of those rare textbooks that manages to be both a good introduction to the subject and a useful reference. Readable on the first try and well organized. Highly recommended.

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