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  1. Path: sparky!uunet!pipex!warwick!uknet!str-ccsun!str-va!ciar04
  2. From: ciar04@vaxa.strath.ac.uk
  3. Newsgroups: bit.listserv.stat-l
  4. Subject: Re: Essential book list
  5. Message-ID: <1992Nov23.154038.1@vaxa.strath.ac.uk>
  6. Date: 23 Nov 92 15:40:38 GMT
  7. References: <9211230745.AA00168@hilbert.maths.utas.edu.au>
  8. Sender: news@ccsun.strath.ac.uk (News account )
  9. Organization: Strathclyde University VAX Cluster
  10. Lines: 27
  11. Nntp-Posting-Host: vaxe
  12.  
  13. In article <9211230745.AA00168@hilbert.maths.utas.edu.au>, mcphers@HILBERT.MATHS.UTAS.EDU.AU (D. Glen McPherson) writes:
  14.  
  15. > ECONOMETRICS
  16. > 
  17. > E1 "Introduction to the Theory and Practice of Econometrics" 1988
  18. >    Judge et al
  19. >    John Wiley and Sons, 2nd ed
  20.  
  21. For econometrics, while the introductory book by Judge et al is quite good,
  22. I think a better and more comprehensive book is
  23.  
  24.      "Econometric Analysis" - Second Edition (1993)
  25.       William H Greene
  26.       Macmillian Publishing Company
  27.  
  28. Greene's book contain some very recent materials, including conditional
  29. moment testing, generalised method of moments estimation etc.  It also has
  30. a better section on time series analysis (which is one area omitted from
  31. the list).
  32.  
  33. #----------------------------------#-------------------------------------------#
  34. |  W.H.Watt                        #  JANET:                                   |
  35. |  Dept. of Accounting & Finance   #           w.h.watt@uk.ac.strath.vaxa      |
  36. |  University of Strathclyde       #  Rest of the World:                       |
  37. |  Glasgow                         #           w.h.watt@vaxa.strath.ac.uk      |
  38. |  United Kingdom                  #                                           |
  39. #----------------------------------#-------------------------------------------#
  40.