Customer Reviews

Econometrics

5 star:		(11)
4 star:		(0)
3 star:		(0)
2 star:		(0)
1 star:		(1)

 

 

A very famous, say classical textbook of graduate econometrics.
Used but like new book, not even single mark inside.
Really love it!

The title is accurate. This is 'Econometrics' done properly.

Unlike the vast majority of econometrics texts, this book combines solid economic theory with a thorough grounding in basic mathematical statistics. The worked practical examples introduce some classic empirical papers and provide an excellent motivation to study the theory. The little bit of effort required to put on the GMM-tinged glasses makes everything look so much clearer.

The incidental treatment of linear algebra is better than that of any 'Math. for Economists' book I have ever come across.

Anyone at the graduate level of study should own this book. It would also be of value to advanced undergraduates, and out-of-touch academics.

It should be noted that an important aspect of statistical analysis is the treatment of 'outliers', such as the 'review' presented by Mr. Brian J. Phillips.

This book has excellent qualities:
1) Its clarity and concision, in exposition and proofs.
2) The modern approach and well structured and complete contents
3) The empirical exercises

But, for pure theory I prefer Davidson & McKinnon's "Estimation and inference", and for an empirical approach Berndt's "Practice of Econometrics".

Hayashi's is a good intermediate alternative, with great theory exposition and good empirical exercises.

One of the best options for a graduate student.

What a great book it is! I saw two undergraduate book such as gujarati, johnston. But I can't understand what econometrics is.Hayashi put me on the right road to Econometrics.
I think it suffices to kwow some matrix and algebra concepts for reading Hayashi's econometrics! He explains every concepts clearly in plain english.
Thanks to Joon-yong Park(SNU) and Hayashi(U of Tokyo) ^^

I find it a delight to follow this book. There are numerous footnotes and brief recaps of concepts in linear algebra that are necessary to follow the proofs. Despite the size of the book, the exposition is concise and clear (the font size is large using double-spacing). There are also ample examples and problems in economics to illustrate the theories.

Just wanna let you know the number of pages of this book is at least 675 not 452 pages

An excellent written text in econometric. If anyone is having trouble following econometric analysis by Greene then this Hayashi's will be a great substitute. Great examples and comprehensible at ease.

An excellent written text in econometric. If anyone is having trouble following econometric analysis by Greene then this Hayashi's will be a great substitute. Great examples and comprehensible at ease.

I strongly agree with the previous (except the first) reviewers.

This book will definitely be a classic. It's clearly written, well structured and covers a very modern approach to econometrics. In my opinion it's by far the best graduate econometrics text available.

Seems to me that Brian Phillips wouldn't know a good econometrics book if you hit him over the head with it. I have no hesitations in recommending this text.