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Econometrics Books


 

"Everything should be made as simple as possible, but not simpler."
Albert Einstein

Advances in economics and econometrics: theory and applications : eighth World Congress

Dewatripont, M; Hansen, Lars Peter; Turnovsky, Stephen J; Econometric Society, and World Congress. Advances in economics and econometrics: theory and applications : eighth World Congress. Cambridge, U.K, New York: Cambridge University Press; 2003. 3 v  $85.00. ISBN: 0521524113 (v. 1 : pb.). 0521818737 (v. 2). 0521524121 (v. 2 : pb.). 0521818745 (v. 3). 052152413X (v. 3 : pb.). 0521524148 (set) (Econometric Society monographs; no. 35-37).
Call Number: HB139 .A35 2003 (Library West)

Analysis of financial time series: financial econometrics

Tsay, Ruey S. Analysis of financial time series: financial econometrics. New York: Wiley; 2002. xii, 448 p $89.95. ISBN: 0471415448 (alk. paper) (Wiley series in probability and statistics.
Call Number: HA30.3 T76 2002 (Library West)

Analysis of panel data

Hsiao, Cheng. Analysis of panel data. 2nd ed. Cambridge, New York: Cambridge University Press; 2003. xiv, 366 p $85.00. ISBN: 0521818559. 0521522714 (pb.) (Econometric Society monographs; no. 34).
Call Number: HB139 .H75 2003 (Library West)

Applied econometric time series

Enders, Walter. Applied econometric time series. 2nd ed. Hoboken, NJ: J. Wiley; 2004. xiv, 460 p $92.30. ISBN: 0471230650 (cloth). 0471451738 (WIE) (Wiley series in probability and mathematical statistics.
Call Number: HB139 .E55 2004 (Library West)

Asymptotic theory for econometricians

White, Halbert. Asymptotic theory for econometricians. Rev. ed. San Diego: Academic Press; 2001. xiii, 264 p $74.95. ISBN: 0127466525 (alk. paper).
Call Number: HB139 .W5 2001 (Library West)

A companion to theoretical econometrics

Baltagi, Badi H. A companion to theoretical econometrics. Oxford, UK, Malden Mass., USA: Blackwell; 2001. 709 p $124.95. ISBN: 063121254X (hc : alk. paper) (Blackwell companions to contemporary economics.
Call Number: HB139 .C643 2000 (Library West)

A course in econometrics

Goldberger, Arthur Stanley. A course in econometrics. Cambridge, Mass: Harvard University Press; 1991. xvii, 405 p ISBN: 0674175441 (alk. paper).
Call Number: HB139 .G634 1991 (Library West)

Econometric analysis

Greene, William H. Econometric analysis. 5th ed. Upper Saddle River, NJ: Prentice Hall; 2003. 1026 p $113.33. ISBN: 0130661899.
Call Number: HB139 .G74 2002 (Library West)

Econometric analysis of cross section and panel data

Wooldridge, Jeffrey M. Econometric analysis of cross section and panel data. Cambridge, Mass: MIT Press; 2002. xxi, 752 p $74.95. ISBN: 0262232197 (cloth).
Call Number: HB139 .W663 2001 (Science Library & Library West (Reported Missing))

Econometric analysis of panel data

Baltagi, Badi H. Econometric analysis of panel data. 2nd ed. New York: John Wiley; 2001. x, 293 p $78.10. ISBN: 0471499374.
Call Number: HB139 .B35 2001 (Library West)

The econometric analysis of seasonal time series

Ghysels, Eric and Osborn, Denise R. The econometric analysis of seasonal time series. New York: Cambridge University Press; 2001. xxi, 228 p ISBN: 0521562600. 052156588X (pb) (Themes in modern econometrics.
Call Number: HB139 .G49 2001 (Library West)

Econometric foundations

Mittelhammer, Ron; Judge, George G, and Miller, Douglas. Econometric foundations. New York: Cambridge University Press; 2000. xxviii, 756 p $70.00. ISBN: 0521623944 hb.
Call Number: HB139 .M575 2000 (Library West)

Econometric methods and applications

Maddala, G. S. Econometric methods and applications. Aldershot, England, Brookfield, Vt., USA: E. Elgar; 1994. 2 v ISBN: 1852788046 (set) (Economists of the twentieth century.
Call Number: HB139 .M348 1994 (Library West)

Econometrics

Hayashi, Fumio. Econometrics. Princeton, N.J: Princeton University Press; 2000. xxiii, 683 p $59.50. ISBN: 0691010188 (alk. paper).
Call Number: HB139 .H39 2000 (Library West)

Peracchi, Franco and NetLibrary, Inc. Econometrics. Chichester, England, New York: J. Wiley; 2001. xxii, 679 p electronic resource. ISBN: 0470842776 (electronic bk.).
Call Number: HB139 .P43 2001eb (netLibrary)
http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=57076

Econometrics: alchemy or science? : essays in econometric methodology

Hendry, David F. Econometrics: alchemy or science? : essays in econometric methodology. New ed. Oxford, UK, New York: Oxford University Press; 2000. xviii, 542 p $27.50. ISBN: 0198293542.
Call Number: HB141 .H46 2000 (Library West)

Econometrics and the philosophy of economics: theory-data confrontations in economics

Stigum, Bernt P. Econometrics and the philosophy of economics: theory-data confrontations in economics. Princeton, NJ: Princeton University Press; 2003. 768 p $69.50. ISBN: 0691113009.
Call Number: HB139 .S85 2003 (Library West)

The econometrics of corporate governance studies

Bhagat, Sanjai and Jefferis, Richard H. The econometrics of corporate governance studies. Cambridge, Mass: MIT Press; 2002. x, 114 p $24.00. ISBN: 0262025175 (hc.).
Call Number: HD2741 .B48 2002 (Library West & netLibrary)
http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=74985

The econometrics of financial markets

Campbell, John Y; Lo, Andrew W, and MacKinlay, Archie Craig. The econometrics of financial markets. Princeton, N.J: Princeton University Press; 1997. xviii, 611 p $70.00. ISBN: 0691043019 (CL : alk. paper).
Call Number: HG4523 .C27 1997 (Library West)

Econometrics of qualitative variables

Gourieroux, Christian. Econometrics of qualitative variables. Cambridge, UK, New York: Cambridge University Press; 2000. x, 372 p ISBN: 0521331498. 0521589851 (pbk.) (Themes in modern econometrics.
Call Number: HB139 .G6813 2000 (Library West)

Economics essays: a Festschrift for Werner Hildenbrand

Hildenbrand, Werner; Debreu, Gerard; Neuefeind, Wilhelm, and Trockel, Walter. Economics essays: a Festschrift for Werner Hildenbrand. Berlin, New York: Springer; 2001. viii, 363 p $88.95. ISBN: 3540418822 (alk. paper).
Call Number: HB87 .E24 2001 (Library West)

Emotional decisions: tradeoff difficulty and coping in consumer choice

Luce, Mary Frances; Bettman, James R, and Payne, John W. Emotional decisions: tradeoff difficulty and coping in consumer choice. Chicago, IL: University of Chicago Press; 2001. 209 p $18.00. (Monographs of the Journal of consumer research; 1).
Call Number: HF5415.32 .L83 2001 (Library West)

Empirical modeling in economics: specification and evaluation

Granger, C. W. J. Empirical modeling in economics: specification and evaluation. Cambridge, New York: Cambridge University Press; 1999. xii, 99 p ISBN: 0521662087 (hardback). 0521778255 (pbk.).
Call Number: HB141 .G73 1999 (Library West & netLibrary)
http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=73911

Essays in econometrics: collected papers of Clive W.J. Granger

Granger, C. W. J; Ghysels, Eric; Swanson, Norman R, and Watson, Mark W. Essays in econometrics: collected papers of Clive W.J. Granger. Cambridge, New York: Cambridge University Press; 2001. 2 v $200.00. ISBN: 0521796970 (set : pbk.). 0521772974 (v. 1). 0521774969 (v. 1 : pbk.). 052179207X (v. 2). 0521796490 (v. 2 : pbk.). 0521804078 (set) (Econometric Society monographs; no. 32-33).
Call Number: HB139 .G69 2001 (Library West)

Essays in panel data econometrics

Nerlove, Marc. Essays in panel data econometrics. New York: Cambridge University Press; 2002. xvi, 366 p $80.00. ISBN: 0521815347.
Call Number: H61.26 .N47 2002 (Library West)

Financial econometrics: problems, models, and methods

Gourieroux, Christian and Jasiak, Joann. Financial econometrics: problems, models, and methods. Princeton, N.J: Princeton University Press; 2001. xi, 513 p $60.00. ISBN: 0691088721 (Princeton series in finance.
Call Number: HB139 .G685 2001 (Library West)

The formation of econometrics: a historical perspective

Qin, Duo. The formation of econometrics: a historical perspective. Oxford, England, New York: Clarendon Press. Oxford University Press; 1993. xii, 212 p. ; 23 cm ISBN: 0198283881 (cloth : alk. paper).
Call Number: HB139 .Q3 1993 (Library West & netLibrary)
http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=19244

A guide to econometrics

Kennedy, Peter. A guide to econometrics. 4th ed. Cambridge, Mass: MIT Press; 1998. xiii , 468 p $70.00. ISBN: 0262112353. 0262611406 (pbk.).
Call Number: HB139 .K46 1998 (Library West & netLibrary)
http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=11426

---. A guide to econometrics. 5th ed. Cambridge, Mass: MIT Press; 2003. xiii, 623 p $37.95. ISBN: 0262112809 (hbk. : alk. paper). 026261183X (pbk. : alk. paper).
Call Number: HB139 .K45 2003 (Library West)

Handbook of applied econometrics

Pesaran, M. Hashem and Wickens, Mike. Handbook of applied econometrics. Oxford, UK, Cambridge, Mass., USA: Blackwell; 1995-. 2 vols ISBN: 1557862087 (v. 1); 0631216332 (v.2).
Call Number: HB139 .H35 1995 (Library West)

Handbook of applied econometrics and statistical inference

Ullah, Aman; Wan, Alan T. K, and Chaturvedi, Anoop. Handbook of applied econometrics and statistical inference. New York: M. Dekker; 2002. xxii, 718 p $195.00. ISBN: 0824706528 (alk. paper) (Statistics, textbooks and monographs; v. 165).
Call Number: HB139 .H353 2002 (Library West)

Handbook of econometrics

Griliches, Zvi and Intriligator, Michael D. Handbook of econometrics. Amsterdam, New York, New York, N.Y: North-Holland Pub. Co. Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co; 1983. 4 v ISBN: 0444861882 (set). 0444861866 (v. 2). 0444861874 (v. 3) (Handbooks in economics; bk. 2).
Call Number: HB139 .H36 1983 (Science Library)

Intermediate statistics and econometrics: a comparative approach

Poirier, Dale J. Intermediate statistics and econometrics: a comparative approach. Cambridge, Mass: MIT Press; 1995. xv, 715 p $110.00. ISBN: 0262161494.
Call Number: HB137 .P645 1995 (Library West & netLibrary)
http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=11377

An introduction to classical econometric theory

Ruud, Paul Arthur. An introduction to classical econometric theory. New York: Oxford University Press; 2000. 951 p $85.00. ISBN: 0195111648.
Call Number: HB139 .R88 2000 (Library West)

Introduction to econometrics

Dougherty, Christopher. Introduction to econometrics. 2nd ed. Oxford, New York: Oxford University Press; 2002. xiii, 409 p $39.95. ISBN: 0198776438 (pbk.).
Call Number: HB139 .D69 2002 (Library West)

Maddala, G. S. Introduction to econometrics. 3rd ed. Chichester, New York: John Wiley; 2001. xxvii, 636 p $71.00. ISBN: 0471497282 (pbk. : alk. paper).
Call Number: HB139 .M353 2001 (Library West - Reported Missing)

Introductory econometrics: a modern approach

Wooldridge, Jeffrey M. Introductory econometrics: a modern approach. Cincinnati, OH: South-Western College; 2000. xxiii, 824 p ISBN: 0538850132 (alk. paper).
Call Number: HB139 .W665 2000 (Library West)

Introductory econometrics for finance

Brooks, Chris. Introductory econometrics for finance. New York: Cambridge University Press; 2002. 701 p $45.00. ISBN: 0521790182. 052179367X.
Call Number: HG173 .B76 2002 (Library West)

Investing by the numbers

Wilcox, Jarrod W. Investing by the numbers. New Hope, Pa: Frank J. Fabozzi Associates; 1999. v, 352 p $58.00. ISBN: 1883249546.
Call Number: HG4515.3 .W53x 1999 (Library West)

Lectures on international trade

Bhagwati, Jagdish N; Panagariya, Arvind, and Srinivasan, T. N. Lectures on international trade. 2nd ed ed. Cambridge, Mass: MIT Press; 1998. xii, 602 p ill. ISBN: 0262024438 (hc : alk. paper).
Call Number: HF1379 .B5 1998 (Library West)

Logit models from economics and other fields

Cramer, J. S. Logit models from economics and other fields. New York: Cambridge University Press; 2003. 173 p $55.00. ISBN: 0521815886.
Call Number: HB141 .C722 2003 (Library West, On Order)

Matrix algebra for applied economics

Searle, S. R and Willett, Lois Schertz. Matrix algebra for applied economics. New York: Wiley; 2001. xx, 402 p $89.95. ISBN: 0471322075 (cloth : alk. paper) (Wiley series in probability and statistics. Applied probability and statistics section.
Call Number: HB135 .S38 2001 (Science Library)

Measurement error and latent variables in econometrics

Wansbeek, Tom J and Meijer, Erik. Measurement error and latent variables in econometrics. 1st ed. Amsterdam ; New York: Elsevier; 2000. xii, 440 p $98.00. ISBN: 044488100X (hardbound : alk. paper) (Advanced textbooks in economics; 37).
Call Number: HB139 .W36 2000 (Library West)

Nonlinear econometric modeling in time series: Proceedings of the eleventh international Symposium in Economic Theory

Barnett, William A. Nonlinear econometric modeling in time series: Proceedings of the eleventh international Symposium in Economic Theory. New York: Cambridge University Press; 2000. xii, 227 p $75.00. ISBN: 0521594243(alk. paper) (International symposia in economic theory and econometrics.
Call Number: HB139 .N663 2000 (Library West)

Panel data econometrics

Arellano, Manuel. Panel data econometrics. Oxford: Oxford University Press; 2003. 231 p $29.95. ISBN: 0199245290.
Call Number: (Library West, On Order)

Probability, econometrics and truth: the methodology of econometrics

Keuzenkamp, Hugo A. Probability, econometrics and truth: the methodology of econometrics. Cambridge, UK, New York: Cambridge University Press; 2000. ix, 312 p $75.00. ISBN: 0521553598.
Call Number: HB139 .K48 2000 (Library West)

Schaum's outline of theory and problems of statistics and econometrics

Salvatore, Dominick; Reagle, Derrick P, and NetLibrary, Inc. Schaum's outline of theory and problems of statistics and econometrics. 2nd ed. New York: McGraw-Hill; 2002. vi, 328 p electronic resource. (Schaum's outline series.
Call Number: HA29 .S239 2002eb (netLibrary)
http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=66306

Semiparametic regression for the applied econometrician

Yatchew, Adonis. Semiparametic regression for the applied econometrician. New York: Cambridge University Press; 2003. xix, 213 p $75.00. ISBN: 0521812836. 0521012260 (pbk.) (Themes in modern econometrics.
Call Number: HB139 .Y38 2003 (Library West)

Time series with long memory

Robinson, Peter M. Time series with long memory. New York: Oxford University Press; 2003. 382 p
$35.00 ISBN: 0199257299. 0199257302 (pbk.) (Advanced texts in econometrics.
Call Number: HB141 .R62 2003 (Library West)

Undergraduate econometrics

Griffiths, William E and Judge, George G. Undergraduate econometrics. 2nd ed. New York: Wiley; 2001. xvi, 402 p $112.00. ISBN: 0471331848 (cloth : alk. paper).
Call Number: HB139 .H548 2001 (Library West, Missing, On Order)

Using econometrics: a practical guide

Studenmund, A. H. Using econometrics: a practical guide. 4th ed. Boston, Mass: Addison Wesley; 2001. xiv, 639 p $119.00. ISBN: 032106481X (Addison-Wesley series in economics.
Call Number: HB139 .S795 2001 (Library West)

Using mathematics in economic analysis

Hess, Peter N. Using mathematics in economic analysis. Upper Saddle River, NJ: Prentice Hall; 2002. xix, 604 p $116.00. ISBN: 0130200263.
Call Number: HB135 .H48 2002 (Library West)

Created: January 14, 2004

Peter Z. McKay, Business Librarian. University of Florida.
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