Overview
- Provides a rigorous introduction to the principles of econometrics
- Updated to reflect advancements in the field, including time series analysis, covariance, and nonparametric methods
- Contains reworked end-of-chapter exercises
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Table of contents (10 chapters)
Keywords
About this book
This book provides a rigorous introduction to the principles of econometrics and gives students and practitioners the tools they need to effectively and accurately analyze real data. Thoroughly updated to address the developments in the field that have occurred since the original publication of this classic text, the second edition has been expanded to include two chapters on time series analysis and one on nonparametric methods. Discussions on covariance (including GMM), partial identification, and empirical likelihood have also been added. The selection of topics and the level of discourse give sufficient variety so that the book can serve as the basis for several types of courses. This book is intended for upper undergraduate and first year graduate courses in economics and statistics and also has applications in mathematics and some social sciences where a reasonable knowledge of matrix algebra and probability theory is common. It is also ideally suited for practicing professionals who want to deepen their understanding of the methods they employ. Also available for the new edition is a solutions manual, containing answers to the end-of-chapter exercises.
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Authors and Affiliations
About the author
Phoebus James Dhrymes was born in Ktima (Cyprus) on October 1, 1932 and died on April 8, 2016 in New York. His surname derives from the place of his ancestry, “Dhrymou” (nowadays spelled “Drimou”), a small village in the Paphos district, only a few miles from Ktima.
His life journey from the humble beginnings of a village boy to the Edwin W. Rickert Professor of Economics at Columbia University, is an amazing story of diligence and perseverance, sprinkled with seemingly inadvertent decisions, such as his volunteering to be drafted into the US Army in 1952, but always driven by the single-mindedness to succeed, and guided by the most honorable virtues of his Greek heritage: fairness (δικαιοσύνη), temperance (σωφροσύνη), fortitude (ανδρεία) and wisdom (φρόνηση); virtues that fostered an unquenched thirst for knowledge, passion for teaching, and a life-time devotion to his family.
Bibliographic Information
Book Title: Introductory Econometrics
Authors: Phoebus Dhrymes
DOI: https://doi.org/10.1007/978-3-319-65916-9
Publisher: Springer Cham
eBook Packages: Economics and Finance, Economics and Finance (R0)
Copyright Information: Springer Nature Switzerland AG 2017
Hardcover ISBN: 978-3-319-65914-5Published: 01 December 2017
Softcover ISBN: 978-3-319-88130-0Published: 04 September 2018
eBook ISBN: 978-3-319-65916-9Published: 21 November 2017
Edition Number: 2
Number of Pages: XVI, 626
Topics: Econometrics, Statistics for Business, Management, Economics, Finance, Insurance, Quantitative Finance