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Introducing first year PhD students to standard graduate econometrics material, this work covers the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. It is useful for those who intend to write a thesis on applied topics and also for the theoretically inclined.

Produktbeschreibung
Introducing first year PhD students to standard graduate econometrics material, this work covers the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. It is useful for those who intend to write a thesis on applied topics and also for the theoretically inclined.
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Autorenporträt
Fumio Hayashi is a professor at the National Graduate Institute for Policy Studies in Tokyo. He has taught at the University of Tokyo, Columbia University, and the University of Pennsylvania. He is the author of Understanding Saving: Evidence from the United States and Japan.