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Wednesday, June 22, 2005

One economist's opinion

Heck, I picked the Spurs to win last night, so that's what my opinions are worth. However, this email came to me, so with the tacit permission of the person who sent it, I post my response. I welcome other comments/suggestions:

I am updating my econometrics type books for home and would appreciate your input about which one(s) are the best and most helpful relative to the courses you teach.

If you could recommend at least a couple of books I would genuinely appreciate it.

I use

Griffiths, Hill and Judge - "Learning and Practicing Econometrics" - good general MA level text

Excellent texts for those who know a little about what is going on are

"Introductory Econometrics" - Jeffery Woolridge (MA level)
"Econometric Analysis of Cross Section and Panel Data" - Jeffery Wooldridge (PhD level)

For undergraduate descriptions I would recommend

Griffiths, Hill, and Judge - "Undergraduate Econometrics"
Dennis Halcoussis - "Understanding Econometrics"

For lots of math

Davidson and McKinnon - "Econometric Theory and Methods" (panel, maximum likelihood, OLS)

For Time series

Hamilton's - "Time Series Analysis "
Enders "Applied Econometric Time Series"

And the grand-daddy of them all (which is mathematical but extensive, PhD level)

William Greene - "Econometric Analysis"

Hope that helps,


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