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Econometric Analysis by William H. Greene
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Econometric Analysis

by William H. Greene

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To be fair I have not read the entire book. I'm not sure if anyone has. The appendices are very good and many topics can be found in the book. Most people agree that this is one of the more comprehensive econometrics texts around. Even if a topic isn't covered, it's probably mentioned with a reference. Definitely worth having.
  kreps | Jul 28, 2006 |
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Amazon.com Product Description (ISBN 0130661899, Hardcover)

For a one-year graduate course in Econometrics. This text has two objectives. The first is to introduce students to applied econometrics, including basic techniques in regression analysis and some of the rich variety of models that are used when the linear model proves inadequate or inappropriate. The second is to present students with sufficient theoretical background that they will recognize new variants of the models learned about here as merely natural extensions that fit within a common body of principles. The Fifth Edition features a complete update of techniques and developments, a reorganization of material for improved presentation, and new material and applications.

(retrieved from Amazon Thu, 12 Mar 2015 18:06:22 -0400)

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