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Advanced Econometric Methods (Paperback, 1st ed. 1984. Corr. 2nd printing 1988)
Loot Price: R1,612
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Advanced Econometric Methods (Paperback, 1st ed. 1984. Corr. 2nd printing 1988)
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This book had its conception in 1975in a friendly tavern near the
School of Businessand PublicAdministration at the
UniversityofMissouri-Columbia. Two of the authors (Fomby and Hill)
were graduate students of the third (Johnson), and were (and are)
concerned about teaching econometrics effectively at the graduate
level. We decided then to write a book to serve as a comprehensive
text for graduate econometrics. Generally, the material included in
the bookand itsorganization have been governed by the question, "
Howcould the subject be best presented in a graduate class?" For
content, this has meant that we have tried to cover " all the bases
" and yet have not attempted to be encyclopedic. The intended
purpose has also affected the levelofmathematical rigor. We have
tended to prove only those results that are basic and/or relatively
straightforward. Proofs that would demand inordinant amounts of
class time have simply been referenced. The book is intended for a
two-semester course and paced to admit more extensive treatment of
areas of specific interest to the instructor and students. We have
great confidence in the ability, industry, and persistence of
graduate students in ferreting out and understanding the omitted
proofs and results. In the end, this is how one gains maturity and
a fuller appreciation for the subject in any case. It is assumed
that the readers of the book will have had an econometric methods
course, using texts like J. Johnston's Econometric Methods, 2nd ed.
General
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