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Econometric Foundations Pack with CD-ROM, by Ron C. Mittelhammer, George G. Judge, Douglas J. Miller
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Econometric Foundations establishes a new paradigm for teaching econometric problems to talented upper-level undergraduates, graduate students, and professionals. The complete package (text, accompanying CD-ROM, and electronic guide) provides relevance, clarity, and organization to those wishing to acquaint themselves with the principles and procedures for information processing and recovery from samples of economic data. In the real world such data are usually limited or incomplete, and the parameters sought are unobserved and not subject to direct observation or measurement. Econometric Foundations fully provides an operational understanding of a rich set of estimation and inference tools to master such data, including traditional likelihood based and non-traditional non-likelihood based procedures, that can be used in conjunction with the computer to address economic problems. The accompanying CD-ROM contains reviews of probability theory, principles of classical estimation and inference, and handling of ill-posed inverse problems in text-searchable electronic documents, an interactive Matrix Review manual with GAUSS LIGHT software, and an electronic Examples Manual. A separate Guide, which may be accessed through the Internet, further enhances the student's mastery of the topics by providing solutions guides to the questions and problems in the text. This text, CD-ROM, and electronic guide package make Econometric Foundations the most up-to-date and comprehensive learning resource available.
- Sales Rank: #458035 in Books
- Brand: Brand: Cambridge University Press
- Published on: 2000-07-28
- Original language: English
- Number of items: 1
- Dimensions: 8.98" h x 1.65" w x 5.98" l, 3.30 pounds
- Binding: Hardcover
- 784 pages
- Used Book in Good Condition
Review
"This is an excellent graduate-level text on the foundations of econometric estimation and inference...Most importantly, the authors...devote significant effort to explaining what econometric science is all about...This is an excellent econometric text. It provedes the necessary econometric tools and answers, while outlining the difficulties in data analyses. It not only provides the reader with most recent econometric and statistic methods, it also provides a unified approach to econometrics, thereby making it easier for students to comprehend, apply, and practice...Given its low price, it is definitely a bargain and should be on the desk of every graduate student and practitioner." JASA
"The book has an innovative approach to integrating electronic resources and software applications into its presentation....the authors are not shy of including the software code directly into the body of the text where they wish to emphasize the ease of applicability of the procedures discussed.Econometric Foundations has a bold, novel perspective that is often rewarding." Ian Preston, Times Higher Education Supplement Internet Service
"The authors of Econometric Foundations are to be congratulated for their comprehensive and clear presentation of old and new econometric methods along with many interesting and relevant applications. This fine blend of theory and application makes this text particularly useful and appealing." Arnold Zellner, University of Chicago
"This graduate text breaks new ground in both content and delivery. Not only is much of the content on the frontier, but also Bayesian and classical approaches are simultaneously developed in a creative manner." N. Eugene Savin, University of Iowa
"To a degree not previously accomplished in a textbook, this masterful volume unifies econometric theory and modern approaches to its application. Spanning state-of-the-art advances in sampling theoretic and Bayesian inference, the book also integrates concepts from systems theory by emphasizing the logic of the inverse problem." William A. Barnett, Washington University in St. Louis
"The book by Mittelhammer, Judge and Miller provides a sound introduction to classical econometric models and methods and in addition it covers a range of special topics such as semiparametric and nonparametric regression, maximum entropy and moment-based estimation techniques. Moreover, it offers a strong treatment of Bayesian methods. It emphasizes methods for data without time series characteristics and will be a strong competitor in the relevant section of the market for econometrics textbooks." Helmut L�tkepohl, Humboldt-Universit�t zu Berlin
Most helpful customer reviews
14 of 15 people found the following review helpful.
Good software bundle
By A Customer
The book itself and the software programs themselves are "independently" valuable. Especially, GAUSS instruction programs are well organized, but the system itself is a little bit old(GAUSS 3.2 Light for WIN 95/NT) and Aptech version-up offer has already expired you might take into your account. There are huge amount of descriptions about GAUSS program not in book but in CD software, from Ruud Koning's GAUSS instruction to searchable GAUSS maling list archive(1995-1999) and very useful matrix review manual. But you may have to consider that the content of book itself does not describe any GAUSS but adds computer problem sets as bonus and that whole GAUSS computer problem requires original "ef" library inside CD and does not support higher edition of GAUSS(You should run inside GAUSS 3.2). The book is for advanced readers only(after reading Greene) and is not a classical econometric book which covers time series. So, this is best for those who are in in the field of Bayesian, nonparametric, or a little bit skewed to theory of that kind, but not good for those who are in the field of "classical" econometrics, time series and financial related. No time series stuff described at all.
6 of 8 people found the following review helpful.
Software compatibility issue
By A Customer
If you read 'readme.txt' carefully, you'll find instructions on how to run examples under full GAUSS version. I use GAUSS 5.0 to run the examples, and no problems at all. To me, it's a good place to learn GAUSS programming.
0 of 0 people found the following review helpful.
A theoretical book for advanced econometricians
By C. Vladimir Rodr�guez Caballero
This book is not really easy, I have to recommend this book only for advanced students and researcher. I think a student will understand and will enjoy with this book only if he has an advanced knowledge in statistical inference and probability theory. Particularly, the chapters corresponding to nonparametric, robust and Bayesian sections are written carefully taking in mind that this book will help us to begin to study in other kind of books specialized in each topic.
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