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Summary: A very good romance in the area
Review: This book covers a lot of topics in a very clear way and can used both in undergraduate and graduate programs. It's a reference guide
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Summary: An elegant and as simple as possible introduction to econome
Review: This book covers many topics, several of them quite complicate ones, but, te explantions are always excellent and as simple as possible.
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Summary: A must have for econometrics !
Review: This book is a must have for anyone interested to deepen its knowledge of econometrics.
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Summary: heavy book with massive obscure notations
Review: This intermediate book has a broad coverage of modern econometric topics. The author is also the developer of the Limdep software and certainly has pretty good understanding this subject. Although his effort of bringing some theoretical points into the book should be encouraged, many concepts would be better understood if he hadn't used his vague notations. In addition, It would be more appropriate to introduce the general ideas of MLE, GMM, and GLS in the first chapter so the following chapters would be easy to follow. One strength is that this book covered a lot of time series analysis. This may serve well since this book is likely used in applied instead of theoretical econometric students. Nevertheless, I think it may worthwhile to take this book.
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Summary: A reference book....that's it
Review: This is a book for advanced graduate student... It's really not concrete..... Johnston-Dinardio do a much better job as giving the intuitution to the student
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Summary: An Indispensable Book for Applied Econometrics
Review: This is an indispensable book for applied econometrics students. It has lots of applied and a reasonable degree of theoretical stuff. What is missing in many advanced econometrics textbooks, including the popular books Davidson and MacKinnon (1993) and Hamilton (1994), is some data sets and some results based on them so you can learn econometrics by actually doing it, not by simply having to trust the author's results. I mean, after all, what is the point of putting actual data examples in a book if the reader cannot replicate them because he does not have the data? In the preface to his important 1971 textbook Principles of Econometrics Theil remarks that "...nobody should believe that he will be able to handle statistical data in economics without touching actual data." I cannot agree more.
I use Ox and Gauss for my econometric analyses and write lots of codes. The very first thing I need is a clear explanation of the theory and some results to check the accuracy of my codes. In those respects Greene's book is the champion. You have the theory, the data sets and the results. Replicate them and learn. I believe this is how you can learn applied econometrics.
Besides Greene's book, I could also recommend "Patterson (2000) An Introduction to Applied Econometrics" for applied time series. You can get the data sets used in this book by contacting the author.
Finally, answering some critics. First, I do not think that evaluations of this book based on some course experiences are unbiased. If you use a book to pass a Ph.D. course its usefulness depends very much on the structure of the course. And some books are better suited to the course than others. Actually, no book can beat a good set of lecture notes. Second, if you think you are a serious econometrics student, go to the original papers for proofs and the sources of the mathematical equations. If you look for them in textbooks you are in the wrong place. Third, the author does not just throw in a lot of numbers. He gives you the theory and the results. The rest is your job. If you cannot figure out how he got those numbers, get a tutor.
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Summary: No unified framework
Review: This is an okay book, but certainly not all too clear. The authors do not distinguish between the important and the not so important topics. The order of the chapters is not well chosen and summaries of the most important results are missing. This book certainly gives a lot of information, but a unified framework is missing and hence makes this a rather difficult book to learn econometrics from.
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Summary: Difficult, but makes for a good reference
Review: To be fair, I've only used this book for an undergrad microeconometrics course, so take that for what it is worth. The book is difficult. Ideas are often not presented in a clear manner, and the few examples are very often of poor quality. That being said, the book is probably best used as a applied reference and not as a text book. It won't steer you wrong, but if you're looking for good examples to help guide you through the fog or for well presented proofs they really aren't there. But any time I've got a problem I go for Greene.
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Summary: Amazingly thorough and in-depth coverage of topics
Review: Very impressive- it has everything. Found more here than in any other textbook. Quite thorough and in-depth: decidedly not for beginners. A must have-on the shelf of any serious student or practitioner of Econometrics. This is as close to a Bible of Econometrics as I've seen.
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Summary: typos made it even harder
Review: we had this book as the textbook in our econometrics class. i thought it was really hard to follow plus the typos confused me even more. the professor gave bonus points to the ones who found each typo first.
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