The Theory and Practice of Econometrics (Wiley Series in Probability and Statistics) @ richardeward.com

The Theory and Practice of Econometrics (Wiley Series in Probability and Statistics)
by George G. Judge, William E. Griffiths, R. Carter Hill, Helmut Lütkepohl, Tsoung-Chao Lee
from Wiley

Customer Reviews:

• Avg. Customer Rating: 4.0 / 5.0

• This was the econometrics bible but they never updated it
  Judge, et al. was the standard reference in econometrics in the late 80s and early 90s. It's a terrific text because it has both theory and applications (with emphasis on the former, though). The best thing about it at the time of its publication was it was very complete, covering almost everything that was known in econometrics at the time.
  Unfortunately, the book was never updated, and now nobody uses it; instead, people use the poorly written one by William Greene, which contributes to the poor... more info

• Precise and concise
  Another review stated that Green was a clearer book than Judge et al. No way. This book starts and concludes thoughts without the constant refer to section blah blah blah found in Green. Also Judge et al. is accurate; something sorely missing in Green. Hamilton on the other hand focuses strictly on time series, and forecasting. If you want a solid reference for econometrics this is the most complete and well thought out book available.

• outdated
  I don't want to say too much about this book. I use it a lot. But I think what is in this book has been said so much more clearly elsewhere. I would rather attack econometrics using Greene's clarity or if I were interested in time-series, I would much rather have Hamilton. It is okay. It was a warhorse for its time. But unless you need it for a class, I think there are better references out there.

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