An Introduction to Classical Econometric Theory

✍ Scribed by Paul A. Ruud

• Publisher: Oxford University Press
• Year: 2000
• Tongue: English
• Leaves: 975
• Edition: First Edition
• Category: Library

✦ Synopsis

This is another good, modern textbook on parametric, cross-sectional econometrics (don't look for non/semi-parametric or time-series econometrics in here). It is, I think, in the same league as Wooldridge, which is however less technical and spends more time describing empirical applications. I think Ruud is a very nice addition to an econometric shelf. The notation is good, and the math/stat appendix is one of the best I have ever seen (the section on multivariate differentiation in particular is outstanding and very useful). Overall, if you want to have 3 relatively basic books on parametric cross-section econometrics, I think this is a good companion to Wooldridge and Cameron and Trivedi (a nice compendium of applied tools, which also includes some non-parametrics, for which the best introduction is likely Pagan and Ullah). If time-series is important to you, Hayashi is a good choice. As you may have guessed, I am not a big fan of Greene, which I do own but never look at.

✦ Subjects

Финансово-экономические дисциплины;Эконометрика;