Introduction to Econometrics

Author: Christopher Dougherty
List Price: $39.95
Our Price: Click to see the latest and low price
ISBN: 0198776438
Publisher: Oxford University Press (March, 2002)
Sales Rank: 501,819
Average Customer Rating: 4.67 out of 5

Customer Reviews

Rating: 5 out of 5
One of a kind!!!!
My Amazon.co.uk review:

Whether or not you are an undergraduate at the LSE taking the introductory course on Econometrics (the author of the book is the lecturer of that course at the LSE), this book will be of interest to you if you'd like an introduction to Econometrics. It takes you from a very basic understanding of statistics right through to how to deal with non-stationary time series. In between it covers topics such as simple and multiple regression, problems with multicollinearity and misspecifications (e.g. omitted variable bias), heteroscedasticity, proxy variables and instrumental variables, simultaenous equation bias and time series. The book also gives you a basic understanding of how to use logit and probit analysis when fitting binary choice models. After having read the book you should be able to understand violations of Gauss-Markov conditions and know how to deal with them.
Dougherty has succeeded to make this book easy to understand for any undergraduate seeking knowledge in this topic. I find the detailed worked examples especially helpful for when it comes to solving practical problems for which the book mainly considers the use of Stata and EView. The book also has a lot of exercises that help enhance the student's understanding of the topics. Additionally, Dougherty has compiled a course guide that among other things also goes through some of the exercises in the book. The course guide can be found on his webpage at the LSE in addition to all slide shows corresponding to the chapters of the book. Together with these additional course materials, the book makes the topics very easy to understand and cope with for students and should help them do well in their courses on Econometrics. This is really one of a kind and an extremely useful basis for further studies in Econometrics!!


Rating: 4 out of 5
An excellent introduction to the fields of studies
a clear introduction to econometrics without use of advanced mathematics.


Rating: 5 out of 5
A terrific book.
An excellent guide to someone starting out on an econometrics courese at university level. It really cuts through all the mathematical jargon that is usually found in books of this type and leaves the reader with a real understanding of the subject.

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