The Practice of Econometrics: Classic and Contemporary

By Ernst R. Berndt

Book Overview

Provides hands-on experience of econometrics with estimation and inference. Each chapter begins with a discussion of economic theory underlying the application.

• Format: Paperback
• Language: English
• ISBN: 0201514893
• ISBN13: 9780201514896
• Release Date: January 1991
• Publisher: Addison Wesley Publishing Company
• Length: 702 Pages
• Weight: 2.44 lbs.

Customer Reviews

The best applied econometric book

This is simply the best.Many books have excellent theory, but no real cases for study and test. Hayashi's book, for example, try to combine theory and empirical exercises, but I think is a far better approach take a good theory book and a good applied-empirical book. The best option for the theory is a polemic debate (maybe Davidson and MacKinnon's Estimation and Inference) but the best option for the applied econometric book is not, because you have this one.Enjoy it.

The best applied econometric book

This is simply the best.Many books have excellent theory, but no real cases for study and test. Hayashi?s book, for example, try to combine theory and empirical exercises, but I think is a far better approach take a good theory book and a good applied-empirical book. The best option for the theory is a polemic debate but the best option for the applied econometric book is not, because you have this one.Enjoy it.

A great econometric resource.

I think this is an excelent econometric book. At the beginning of every chapter, you can find excelent case-examples describing the econometric tools you are about to study. However, I think it is recomendable to complete some statistics issues and topics with some other books like Kmenta's "Elements of Econometris" or Johnston & DiNardo, since Mr. Berndt is mainly focused in real world applications.