Econometrics

From the reviews of the third edition:

" Teaching econometrics is not an easy task. There is always this elusive balance between mathematical rigour and economic intuition . This textbook keeps this balance perfectly well, and does a good job at persuasion too. It teaches mostly by example, appeals a lot to intuition, and provides numerous real world data sets to practice . It is therefore also well suited for self study and can be recommended . a most useful text for an econometrics course anywhere. " (Walter Krämer, Statistical Papers, Vol. 44 (1), 2003)

" The book is intended for a first year graduate course on econometrics, and the book strikes a balance between a rigorous approach that proves theorems and a completely empirical approach. The exercises contain theoretical problems that should supplement the understanding material in each chapter. The book covers a wide range of econometric fields and presents many applications with real data sets which enable the reader to understand and to interpret the empirical results of the theoretical approaches. " (Herbert S. Buscher, Zentralblatt MATH, Vol. 1007, 2003)