A Primer in Econometric Theory

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John Stachurski (Australian National University College of Business and Economics)

A Primer in Econometric Theory

John Stachurski (Australian National University College of Business and Economics)

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English

Massachusetts Inst of Tec
05 August 2016

Econometrics; Mathematics & Sciences

Series: The MIT Press

A concise treatment of modern econometrics and statistics, including underlying ideas from linear algebra, probability theory, and computer programming.

This book offers a cogent and concise treatment of econometric theory and methods along with the underlying ideas from statistics, probability theory, and linear algebra. It emphasizes foundations and general principles, but also features many solved exercises, worked examples, and code listings. After mastering the material presented, readers will be ready to take on more advanced work in different areas of quantitative economics and to understand papers from the econometrics literature. The book can be used in graduate-level courses on foundational aspects of econometrics or on fundamental statistical principles. It will also be a valuable reference for independent study.

One distinctive aspect of the text is its integration of traditional topics from statistics and econometrics with modern ideas from data science and machine learning; readers will encounter ideas that are driving the current development of statistics and increasingly filtering into econometric methodology. The text treats programming not only as a way to work with data but also as a technique for building intuition via simulation. Many proofs are followed by a simulation that shows the theory in action. As a primer, the book offers readers an entry point into the field, allowing them to see econometrics as a whole rather than as a profusion of apparently unrelated ideas.

By: John Stachurski (Australian National University College of Business and Economics)
Imprint: Massachusetts Inst of Tec
Country of Publication: United States
Dimensions: Height: 229mm, Width: 178mm, Spine: 30mm
Weight: 1.179kg
ISBN: 9780262034906
ISBN 10: 0262034905
Series: The MIT Press
Pages: 448
Publication Date: 05 August 2016
Recommended Age: From 18 years
Audience: College/higher education , Primary
Format: Hardback
Publisher's Status: Active

John Stachurski is Professor of Economics at Australian University and the author of Economic Dynamics: Theory and Computation (MIT Press).