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Time Series and Panel Data Econometrics
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About the Author
M. Hashem Pesaran, John Elliot Distinguished Chair in Economics and professor of economics at University of Southern California Dornsife; Director of the USC Dornsife Institute of Economic Thinking, and Director of Centre in Applied Financial Economics at USC; Fellow of Trinity College, and emeritus Professor of Economics, Cambridge UniversityM. Hashem Pesaran is the John Elliot Distinguished Chair in Economics and professor of economics at USC Dornsife, the Director of the USC Dornsife Institute of Economic Thinking, and Director of Centre in Applied Financial Economics at USC. He is also a Fellow of Trinity College, and an emeritus Professor of Economics at Cambridge University. He received his Ph.D. in economics from Cambridge University. Prior to 1979 he headed the Economic Research Department of the Central Bank of Iran and served as Under-Secretary of the Iranian Ministry of Education. Dr Pesaran is a fellow of the British Academy, the Econometric Society, and the Journal of Econometrics. He has received the George Sell Prize and the Royal Economic Society Prize. He has more than 200 publications in the areas of econometrics, empirical finance, and macroeconomics and the Iranian economy. He is a co-developer of Microfit, an econometric software package published by Oxford University Press.
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Product details
Hardcover: 592 pages
Publisher: Oxford University Press; 1 edition (November 17, 2015)
Language: English
ISBN-10: 0198736916
ISBN-13: 978-0198736912
Product Dimensions:
9.8 x 2.6 x 7.9 inches
Shipping Weight: 4.8 pounds (View shipping rates and policies)
Average Customer Review:
5.0 out of 5 stars
3 customer reviews
Amazon Best Sellers Rank:
#500,825 in Books (See Top 100 in Books)
nice book!
The major upside of this book is its extensive coverage. Between being simply physically huge and the writing being typically on the concise side (relative to say, Wooldridge's grad-level book - it's certainly more verbose than the sort of theorem-proof-theorem-proof layout of a math textbook) it has a tremendous amount of stuff in it. The concision, however, also means that a lot of the time it trades off lengthy intuition-building for a series of quick run-throughs of different econometric issues, estimators, and tests.Instead, as I see it, the book is a great reference once you've already been through something with a bit more hand-holding, like Davidson and MacKinnon. Going back to the early chapters on the basics of econometrics makes for a great, concise refresher, and includes one of the best expositions of GMM that I've seen. The later chapters in large part list a trillion different estimators and tests, quickly boiling down a bunch of important papers and laying out their essences for you. For an empirical researcher working with time series or panel data (and especially large-T panel data, which gets scant attention in most other textbooks) or a theoretician aiming to catch up on those fields, this book is uniquely handy.
This is the most well-written and thorough econometrics book I've seen.
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