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Econometrics Hardcover – Nov 19 2000

4.7 out of 5 stars 14 customer reviews

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Product Details

  • Hardcover: 712 pages
  • Publisher: Princeton University Press; 1 edition (Nov. 19 2000)
  • Language: English
  • ISBN-10: 0691010188
  • ISBN-13: 978-0691010182
  • Product Dimensions: 18.7 x 4.2 x 26.2 cm
  • Shipping Weight: 1.2 Kg
  • Average Customer Review: 4.7 out of 5 stars 14 customer reviews
  • Amazon Bestsellers Rank: #173,547 in Books (See Top 100 in Books)
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Product Description

From the Inside Flap

"Students of econometrics and their teachers will find this book to be the best introduction to the subject at the graduate and advanced undergraduate level. Starting with least squares regression, Hayashi provides an elegant exposition of all the standard topics of econometrics, including a detailed discussion of stationary and non-stationary time series. The particular strength of the book is the excellent balance between econometric theory and its applications, using GMM as an organizing principle throughout. Each chapter includes a detailed empirical example taken from classic and current applications of econometrics." (Dale Jorgensen, Harvard University)

"Econometrics will be a very useful book for intermediate and advanced graduate courses. It covers the topics with an easy to understand approach while at the same time offering a rigorous analysis. The computer programming tips and problems should also be useful to students. I highly recommend this book for an up-to-date coverage and thoughtful discussion of topics in the methodology and application of econometrics." (Jerry A. Hausman, Massachusetts Institute of Technology)

"Econometrics covers both modern and classic topics without shifting gears. The coverage is quite advanced yet the presentation is simple. Hayashi brings students to the frontier of applied econometric practice through a careful and efficient discussion of modern economic theory. The empirical exercises are very useful. . . . The projects are carefully crafted and have been thoroughly debugged." (Mark W. Watson, Princeton University)

"Econometrics strikes a good balance between technical rigor and clear exposition. . . . The use of empirical examples is well done throughout. I very much like the use of old 'classic' examples. It gives students a sense of history--and shows that great empirical econometrics is a matter of having important ideas and good data, not just fancy new methods. . . . The style is just great, informal and engaging." (James H. Stock, John F. Kennedy School of Government, Harvard University)

From the Back Cover

"Students of econometrics and their teachers will find this book to be the best introduction to the subject at the graduate and advanced undergraduate level. Starting with least squares regression, Hayashi provides an elegant exposition of all the standard topics of econometrics, including a detailed discussion of stationary and non-stationary time series. The particular strength of the book is the excellent balance between econometric theory and its applications, using GMM as an organizing principle throughout. Each chapter includes a detailed empirical example taken from classic and current applications of econometrics."--Dale Jorgensen, Harvard University

"Econometrics will be a very useful book for intermediate and advanced graduate courses. It covers the topics with an easy to understand approach while at the same time offering a rigorous analysis. The computer programming tips and problems should also be useful to students. I highly recommend this book for an up-to-date coverage and thoughtful discussion of topics in the methodology and application of econometrics."--Jerry A. Hausman, Massachusetts Institute of Technology

"Econometrics covers both modern and classic topics without shifting gears. The coverage is quite advanced yet the presentation is simple. Hayashi brings students to the frontier of applied econometric practice through a careful and efficient discussion of modern economic theory. The empirical exercises are very useful. . . . The projects are carefully crafted and have been thoroughly debugged."--Mark W. Watson, Princeton University

"Econometrics strikes a good balance between technical rigor and clear exposition. . . . The use of empirical examples is well done throughout. I very much like the use of old 'classic' examples. It gives students a sense of history--and shows that great empirical econometrics is a matter of having important ideas and good data, not just fancy new methods. . . . The style is just great, informal and engaging."--James H. Stock, John F. Kennedy School of Government, Harvard University

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Top Customer Reviews

Format: Hardcover
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.
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By A Customer on Jan. 16 2001
Format: Hardcover
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.
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Format: Hardcover
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.
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Format: Hardcover Verified Purchase
Great Textbook for graduate level econometrics, the first chapter is a great introduction to matrix econometrics which can also be useful for advanced undergrad (the chapter is available for free on Hayashi website). The book is self contained and require "basic" university mathematics and statistics. Everything flows very well from one subject to another and Hayashi's explanation are very clear even for people who don't have a lot of mathematical and statistical background.
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Format: Hardcover
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) ^^
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Format: Hardcover
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.
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Format: Hardcover
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.
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