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Introductory Econometrics, by P. J. Dhrymes
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This book has taken form over several years as a result of a number of courses taught at the University of Pennsylvania and at Columbia University and a series of lectures I have given at the International Monetary Fund. Indeed, I began writing down my notes systematically during the academic year 1972-1973 while at the University of California, Los Angeles. The diverse character of the audience, as well as my own conception of what an introductory and often terminal acquaintance with formal econometrics ought to encompass, have determined the style and content of this volume. 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. As an example, a relatively elementary one-semester course can be based on Chapters one through five, omitting the appendices to these chapters and a few sections in some of the chapters so indicated. This would acquaint the student with the basic theory of the general linear model, some of the prob lems often encountered in empirical research, and some proposed solutions. For such a course, I should also recommend a brief excursion into Chapter seven (logit and pro bit analysis) in view of the increasing availability of data sets for which this type of analysis is more suitable than that based on the general linear model.
- Sales Rank: #3962489 in Books
- Published on: 1978-10-27
- Original language: English
- Number of items: 1
- Dimensions: 9.21" h x 1.00" w x 6.14" l, 1.74 pounds
- Binding: Hardcover
- 429 pages
Most helpful customer reviews
2 of 2 people found the following review helpful.
More than just an introduction
By James Cataldo
This is a classic -- the best, most elegantly presented coverage of Econometric fundamentals I've ever seen. Professor Dhrymes doesn't water down the presentation. This is a rigorous analysis, but it's also remarkably clear. As with any mathematical text, some investment is required to get familiar with the author's style and notation, but once on board, the payoff is tremendous. Dhryme's clarity of thought and artful use of algebric notation can reduce many otherwise Byzantine relationships to the simplicy of "2 + 2 = 4".
Dhrymes is an authentic master of his craft -- this book offers the chance to learn from the best.
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