Free Book Online
A Primer in Econometric Theory


A Primer in Econometric Theory

3.4 (2296)

Log in to rate this item

    Available in PDF Format | A Primer in Econometric Theory.pdf | English
    John Stachurski(Author)
This book offers a cogent and concise treatment of econometric theory and methods along with the underlying ideas from statistics, probability theory, and linear algebra. It emphasizes foundations and general principles, but also features many solved exercises, worked examples, and code listings. After mastering the material presented, readers will be ready to take on more advanced work in different areas of quantitative economics and to understand papers from the econometrics literature. The book can be used in graduate-level courses on foundational aspects of econometrics or on fundamental statistical principles. It will also be a valuable reference for independent study.One distinctive aspect of the text is its integration of traditional topics from statistics and econometrics with modern ideas from data science and machine learning: readers will encounter ideas that are driving the current development of statistics and increasingly filtering into econometric methodology. The text treats programming not only as a way to work with data but also as a technique for building intuition via simulation. Many proofs are followed by a simulation that shows the theory in action. As a primer, the book offers readers an entry point into the field, allowing them to see econometrics as a whole rather than as a profusion of apparently unrelated ideas.

John Stachurski is Professor of Economics at Australian University and the author ofEconomic Dynamics: Theory and Computation (MIT Press).

show more
2.4 (2781)
  • Pdf

*An electronic version of a printed book that can be read on a computer or handheld device designed specifically for this purpose.

Formats for this Ebook

Required Software Any PDF Reader, Apple Preview
Supported Devices Windows PC/PocketPC, Mac OS, Linux OS, Apple iPhone/iPod Touch.
# of Devices Unlimited
Flowing Text / Pages Pages
Printable? Yes

Book details

  • PDF | 448 pages
  • John Stachurski(Author)
  • MIT Press (16 Sept. 2016)
  • English
  • 7
  • Science & Nature

Review Text

The message text:

People who bought this also bought