Econometrics

Excellent book for econometrics study!

Bruce Hansen's Econometrics offers us both fundamental treatments and recent advances in econometrics. The author's presentation is clear, coherent, and also well-organized. This textbook will definitely be in the hall of fame of econometrics textbooks. The cover design itself is also stylish so you can be proud if you have one in your bookshelf! (and of course, after understanding it, even more proud)

It has almost everything you need to understand Econometrics. Even touch topics like Machine Learning. highly recommended.

It covers all areas of econometrics with careful explanations and useful examples.

As a past student in his class, I have waited so long to see his lecture notes finally turning into a book. This will benefit far more aspiring young economists -- especially with a very affordable price. This unassuming textbook is perhaps the best condensation of human knowledge in Econometrics. If you read his book, you will be amazed by how this book explains complicated econometric formulas at a very basic and fundamental level. Once you understand the most basic mechanics, you will find that different chapters in this book begin to talk to each other. Bruce did an amazing job in explaining the most basic mechanics of econometrics and demonstrating how they can be applied to different areas of econometrics. All the expressions that seemed discombobulating become so elegant and intuitive that I want to call this book "Art of Econometrics". This book is a "first edition" on paper, but in fact it is based on Bruce's lecture notes that he has been updating constantly in the past 20+ years. You will find the contents in this book to be comprehensive and well-arranged. As an indispensable merit of an advanced economics textbook, the notation in this book is incredibly neat. This adds to the joy of reading this book. Thank you Bruce. This is destined to be a cornerstone textbook for economics PhD students and will inspire thousands of future econometricians and empiricists. PS -- Bruce's lectures are equally famous for his dad jokes. I highly suspect that he repeats the same jokes each year at the some loci. Would have been better if he included the jokes in the textbook as well!

Received the product in good condition.

Muy completo

An excellent reference for econometrics for either grad students or practitioners. Most proofs are provided, but the most complex ones are left at the end of each chapter as an optional reading, which helps lighten the main content. Datasets and Stata code is provided to provide concrete applications of the material being presented. Machine learning has its own dedicated chapter, which is a nice addition. Don't try to use this book for self-learning without having read through Wooldridge at least once.

辞書的な使用のための本です.

Melhor manual pra quem é da pós em economia. Uma enciclopédia mais abrangente que o Greene.

This book is one of the bests in Econometrics. It is very well written and covers all essentials for PhDs in Finance and Economics.