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Content
Hayashi's "Econometrics" promises to be the next great synthesis of modern econometrics. It introduces first year PhD students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results. "Econometrics" has many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models (such as probit and tobit) are collected in a separate chapter. This arrangement enables students to learn various estimation techniques i
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Book condition
An important factor of a second-hand book is the condition of the book. The buyer may not be surprised. Always mention damages or defects. We use a system with 3 stars:
The book is acceptable: you have used it to study and made notes and markings – but everything is still readable. The cover and pages are in good condition.
The book still looks good: there are a few notes in it and you marked it. There are hardly any signs of use on the cover and pages.
The book is (almost) new: you have not written or marked in it. There are no signs of use on the cover and pages.
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