A Guide to Econometrics

A Guide to Econometrics has established itself as the first–choice text for teachers and students throughout the world who require an intuitive introduction to the subject without the notation and technical detail that characterize most textbooks.
This fourth edition updates the contents and references throughout the text, while retaining the basic structure and flavor of earlier editions. New material has been added on several topics such as bootstrapping, count data, duration models, generalized method of moments, instrumental variable estimation, linear structural relations. Monte Carlo studies, neural nets, sampling distributions, time series analysis and VARs.