Introductory Econometrics: A Modern Approach (with Economic Applications Online, Econometrics Data Sets with Solutions Manual Web Site Printed Access Card)

Introductory Econometrics: A Modern Approach (with Economic Applications Online, Econometrics Data Sets with Solutions Manual Web Site Printed Access Card)
Average customer rating:

Great Exposition, but Poor Notation

A very good book

Great for Self-studying

Excellent for cross-sectional but needs complements for time series

Wooldridge is best

Introductory Econometrics: A Modern Approach (with Economic Applications Online, Econometrics Data Sets with Solutions Manual Web Site Printed Access Card)
Jeffrey Wooldridge
Manufacturer: South-Western College Pub
ProductGroup: Book
Binding: Hardcover

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A Guide to Econometrics, 5th Edition

Econometric Analysis of Cross Section and Panel Data

Fundamental Methods of Mathematical Economics

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Microeconomic Theory: Basic Principles and Extensions

ASIN: 0324289782

Book Description

Succeed in econometrics with INTRODUCTORY ECONOMETRICS and its accompanying resources! Easy-to-read and student-friendly, this economics text places an emphasis on examples that give a concrete reality to economic relationships. With study tools found throughout the text, exam preparation and class projects have never been easier. Coverage of important knowledge used for empirical work and carrying out research projects in a variety of applied social science fields gives you a solid foundation for social science research.

Customer Reviews:

Great Exposition, but Poor Notation.......2007-09-27

Great introduction to the subject, but the notation is poor. By presenting the material without matrix algebra, the multiple regression analysis becomes a convoluted mess of summation notation. Additionally, matrix notation is adopted in more advanced texts, making in beneficial to learn from the start.

A very good book.......2007-02-26

Wooldridge's explanations are clear and useful. After a semester hacking my way through the dense brush of matrices in Greene's book, I realized I needed some help. Now I go to Wooldridge's treatment first, to make sure I understand the main concepts. Then I go to Greene for the detail, if I need to.

Great for Self-studying.......2006-12-04

This books is excellent read. It builds good intuition, and is well suited for self-studying. It is also not too mathematical, no matrix notation, good for undergraduate students or as a review for graduate students. I can truly recommmend it.

Excellent for cross-sectional but needs complements for time series.......2006-12-01

As the author says, the book is "aimed at undergraduates but it is adaptable to master's students". It will provide you with excellent and extensive real life explanations. What is better about this book is that you can redo every example in the book by using the online data that it provides with. This was it is easier what happens by experimenting. In that sense this book is superior to many others where you cannot see how the results of estimations came about.

There is only one thing to take into account. Although there are three parts to this book, the shortest one is time series. Its coverage will is therefore not very comprehensive if you want basic explanations like the VAR, GARCH models etc...
In that case, I would recommend the book New Directions in Econometric Practice by Wojciech W. Charemza.

Wooldridge is best.......2005-10-03

Wooldridge is best (review refers to 2nd edition).

You don't need any other book to start intermediate econometrics or indeed econometrics at all once you know a little first-year statistics; the Amazon reviewers who prefer Gujarati or others are living in the dead past: W is better and easier and leaves very little out that G covers.

Ignore the tempting "dumbing down" implications of the publishers' advertising material whether filtered by Amazon or not; they don't need to sell the book because it's used all over the world in the best places and just walks out of the store. He dumbs down not at all or else, occasionally, very successfully.

The only possible alternative at this level (in fact well below) is Stock and Watson but they don't make you do exercises on data, which I assure you is essential fun.

Of course if you don't like exercises you can also read Peter Kennedy's Guide and philosophise. I imagine that the next step up is Greene's semi-encyclopedia or Davidson and MacKinnon's newer or older books, unless you choose to jump into the literature as W helps you to do.

All of these books just introduce Time Series too slowly and too late: try Terence Mills' several books on various aspects: he has the rare talent of simplicity AND brevity. Perhaps W's next book will be on Time Series (on which he has published).

By the way, it is easy and great fun to find inappropriate analyses in almost any econometrics book if you use a good package: David Hendry's PcGive suite etc is especially quick for this purpose: a few clicks and the graphs show the nonsense. I sometimes think that the popularity of EViews with students is precisely because inappropriate analyses are easily hidden. More expert people than me use Stata, but I don't know ....

I loved Streakieblondie's review, but I must tell her and you all that the Schaum book (I spare the author's blushes) is a stinker, useful only for getting through bad exams set by lazy lecturers, though many Schaum books in well-established areas are excellent. Both W and S&W are high-class professionals who happen to know how to write text-books, and they have all three collaborated with Nobel Prizewinners: so go for quality. Why don't the publishers' reviews and materials say this rather than implying that they've made good new stuff trivially easy? In my view W has judged it better than S&W.

If you're VERY keen, Wooldridge's other book on panel data is just terrific (but some matrices Streakieblondie, though with lots of clever help).

Average customer rating:

Worth the Money
Very comprehensive, truely applied and easy to understand book!
Wonderful contribution to undergraduate econometrics and time series
Great introductory and practical book
This book should be read by every finance student

Introductory Econometrics for Finance
Chris Brooks
Manufacturer: Cambridge University Press
ProductGroup: Book
Binding: Paperback

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Similar Items:

The Econometrics of Financial Markets
Financial Econometrics: From Basics to Advanced Modeling Techniques (Frank J. Fabozzi Series)
Financial Modeling of the Equity Market: From CAPM to Cointegration (Frank J. Fabozzi Series)
Analysis of Financial Time Series, 2nd Edition (Wiley Series in Probability and Statistics)
A Guide to Econometrics, 5th Edition

ASIN: 052179367X

Book Description

This introduction to contemporary topics in the modelling of financial time series is data and problem driven, giving students the skills to estimate and interpret models, and intuitively grasp the underlying theoretical econometrics. An introductory knowledge of calculus, algebra, statistics and regression analysis is assumed. The book focuses on the needs of finance students and uses pedagogic textbook features throughout, notably in the later chapters, which offer advice on planning and executing a project in empirical finance, and which also evaluates sources of on-line financial information.

Customer Reviews:

Worth the Money.......2007-05-01

This book all but saved my life.

Well-worth working through from start to finish.

Very comprehensive, truely applied and easy to understand book!.......2007-01-09

An impresive number of applications and technics are developed accross this extensive book. The language is very clear without losing theoretical rigorousness. A chapter or annex about panel data analysis will complete the book, as long as it is an introductory book and should present all basic themes (something in the book's website could be useful). Is a great book, I'm very satisfied.

Wonderful contribution to undergraduate econometrics and time series.......2005-07-24

This book is the perfect textbook to get undergraduate students motivated with the subject.
It is simple and readable, yet provides a complete treatment of the econometrics of financial series.
I would also recommend this textbook for MBA students, since it contains valuable applications to Eviews and RATS.
If you are interested in an introductory course to econometrics for economists, you will probably prefer Wooldridge's intro book. It has more information on panel data and limited dependent variables.
This one has a terrific and desirable bias towards students particularly interested in finance. The book quickly departs from econometrics towards time series, a topic much more relevant in business schools and is far better in this subject than Wooldridge's.

Great introductory and practical book.......2005-07-05

My life would have been way easier if I had read this book while in college. It has what many other books lack, and that is explanations on how to carry out the different estimation methods in commonly used software packages such as E-Views and RATS. As for its contents, it has an excellent coverage on the topics that concern those who work with financial time series. It is a good summary of the econometric techniques used for high-frequency data. The explanations are simple and clear and it has a very practical approach. I would only add to this book a CD with the time series with which the estimations were run.

This book should be read by every finance student.......2004-09-20

This is the book I would recommend for every student who wants to start using econometrics in finance. From OLS regressions to garch and Markov-switching models, this book covers a lot of key econometric materials. It's short, very clear and well-written. It is the best introductory book to financial econometrics I've read so far. The first part of the book (on the OLS model) can be read by students who have no particular background in econometrics. The second part of the book (mainly on time series models) is very convenient for final year BSc / 1st year MSc students in finance. Math is used only when it is strictly required. Focus is really placed on the intuition behind the model. There are a lot of finance papers that are discussed (related to the author's work) and a lot of detailed applications using Eviews and RATS (with a nice and short introduction to these softwares in chapter 1). The programs are available free on the editor's website while the data are NOT! (Datastream did not want the data to be downloadable free of charge...No comment) That's why I do not give 5 stars to the book. And there is nothing on intraday data.

Introductory Econometrics: Using Monte Carlo Simulation with Microsoft Excel

Average customer rating:

Blows Away All Other Intro Texts
Interactive Guide to UNDERSTANDING econometrics

Introductory Econometrics: Using Monte Carlo Simulation with Microsoft Excel
Humberto Barreto , and Frank Howland
Manufacturer: Cambridge University Press
ProductGroup: Book
Binding: Hardcover

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Modeling Structured Finance Cash Flows with Microsoft Excel: A Step-by-Step Guide.Book & CD-ROM

ASIN: 0521843197

Book Description

This highly accessible and innovative text (and accompanying CD-ROM) uses Excel (R) workbooks powered by Visual Basic macros to teach the core concepts of econometrics without advanced mathematics. It enables students to run monte Carlo simulations in which they repeatedly sample from artificial data sets in order to understand the data generating process and sampling distribution. Coverage includes omitted variables, binary response models, basic time series, and simultaneous equations. The authors teach students how to construct their own real-world data sets drawn from the internet, which they can analyze with Excel (R) or with other econometric software.

Customer Reviews:

Blows Away All Other Intro Texts.......2006-05-31

I am only half finished with this book, but since there is only one other review, I want to get my thoughts up NOW. I may add to them when I have finished.

My wife is an econ major at a small school with very few econ majors. Econometrics is not offered as a course. Although as a practical businessman with a preference for Austrian school economic theory I have a healthy scepticism about quantitative macroeconomic (especially) formulas, I have told my wife that she can not be a part of today's theoretical discussions without a basic understanding of econometrics. I promised to help her self-study this topic, and have reviewed a number of supposedly "introductory" texts (to remain nameless, but they are standards)that have lost me within 50 pages. Neither my wife nor I have calculus or matrix algebra. However, even those texts that say they do not rely on such math knowledge are still confusing. Until now.

Barreto's text is a wonder. The other review gives solid examples of why this is. Let me just say that you will be able to see econometric principles in action. The explanations are incredibly clear, and the work on the beefed up excel spreadsheets effectively demonstrates those explanations. I know this will be difficult to believe, but the text is actually fun to read. My wife and I both have college algebra, business statistics, and basic excel. That's all you need to use this book.

Every university should adopt this book as the intro econometrics text. It provides an approach to learning the topic that is accessible to any intelligent econ student. Those going on to PhD work could supplement with calculus, matrix algebra, and one of the other so-called intro texts. Barreto provides a way for normal econ students to understand econometrics, something that all econ students should be required to do. (Even though much of econometrics is nonsense, knowledge of its applications and mis-applications is still the ticket to being taken seriously in economic debate.)

I only wish I could give this book more than 5 stars. It is a stunning achievement.

Interactive Guide to UNDERSTANDING econometrics.......2006-02-16

When I was a new graduate student I ended up buying several different econometrics texts. No one text had the best explanation for each topic. The problem remained that for many topics I never did find a book which translated the formal mathematical presentation into a practical worked out example, so that I could understand the procedure and how to implement it.

This book and accompanying CD-ROM does that and much more.

Every topic includes guided Microsoft Excel spreadsheets and add-ins which illustrate the topic being addressed. The text clearly explains not only the HOW, but the WHY. The economics and the econometrics are presented with such clarity and unity; bridging the two in a way that none of the other texts do.

In Barreto and Howlands book/CD package you interact with the data and the graphs (they include a superior add-in for creating histograms), and run Monte Carlo simulations to see the behavior of the estimators in repeated sampling. These are "live" spreadsheets that invite you to experiment. For example; there is an Excel workbook which illustrates the correlation coefficient. Rather than a dry recitation of formula and proof, you can interact with the spreadsheet and see exactly how the same coefficient can apply to data having very different patterns. It is one thing to see an illustration, and quite another to actually be the one creating the diagram, simply by running the macros and changing parameters. This "hands on" approach is so vital to actually getting an understanding of the material. I have only a basic understanding of Excel, and have had no difficulties in using the workbooks.

While the limits of Excel are pointed out by the authors, it is important to note the reason for using Excel. It is widely understood and available; there is no learning curve. By using Excel there is no software barrier between the student and understanding the principles of econometric modelling. In less than 1/2 hour I took the data and example of a Probit model using Maximum Likelihood estimation from a course web site from across the country and replicated the results using the add-in provided. Most of that time was used to extract the data from a .pdf file and get it formatted properly for Excel. Once I had the data in Excel, it took less than 2 minutes to run the Probit estimation (my first time using that add-in!) By the way, the results using the authors add-in for solving Probit models with ML estimation were the same as the results from GAUSS code to do the same. The add-in had a distinct advantage though in that a choice for Probit or Logit model estimation using either Non Linear Least Squares or the Maximum Likelihood estimation was just a radio button away! This text can complement any course, regardless of the software used.

Again, the beauty of the book is that you are not just left with Greek formulas that leave you wondering how to do the computations, and you are not left with computer output leaving you to wonder how to interpret that output. The text explains the meaning so powerfully that you are not only armed with an understanding which is useful for success in your course work, but also for applying the quantitative tools in real world analysis and applications. The text is like going to see your favorite professor who is sitting there with you one on one, giving you insight which only comes from experience.

I've been through courses that use Greene, and Judge, as well as introductory texts. This text stands alone in making use of the computing power we have at our disposal today, not to produce more computer printouts, but rather to increase our understanding--providing the sound reasoning for applying that power.

I should add that even after two years of statistics and econometrics I learned quite a lot from the statistics review chapters. Don't be misled by the "Introductory" title. I had learned and executed Artificial Neural Network models in graduate courses, but still learned a lot from the section on correlation in this book. For undergrad students this book will put you on the right path. For grad students it will correct blind spots and misconceptions.

I highly recommend this book/CD package to any econometrics student and to practicing analysts that use regression analysis. The authors have created a product that I wish I had when I was in school, but am glad I found now for applying in my career.

Detailed info on contents as well as the Excel files and add-ins are available from the authors' web site which I found prior to ordering from Amazon. Once I tried the workbooks, I knew I wanted the book. It's 800 pages of solid information and inspired teaching.

http://www.wabash.edu/econometrics/index.htm

Introductory Econometrics with Applications

Average customer rating:

Excellent
great book-really helpful for students who learn econometrics for B.A in economics
unorganized
Outstanding introduction to econometrics
Wonderful deal!

Introductory Econometrics with Applications
Ramu Ramanathan
Manufacturer: South-Western College Pub
ProductGroup: Book
Binding: Hardcover

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ASIN: 0030343429

Book Description

Offers an ideal combination of econometric theory and hands-on practical training for undergraduate and graduate courses. The author's ambition is to provide realistic applications without sacrificing theoretical underpinnings. He uses a logical step-by-step approach to walk readers through numerous real-world examples of model specification, estimation, and hypothesis testing. The book also succeeds at being self-contained. By including background information on mathematics, probability, statistics, and software applications, readers have all the information they need in one place.

Customer Reviews:

Excellent.......2007-01-11

I used this book for the Applied Econometrics course I had to take at the university and it was very useful and relatively easy to understand, especially when compared to others.

great book-really helpful for students who learn econometrics for B.A in economics.......2007-01-08

econometrics is an empirical theory about estimating ECONOMICS models and fit those models who are based on economic theory to reality,using statistical methods and sample deviations.this book gives a full chapter for a review about all u need to know in statistics in order to use it in the proofs of econometrics formulas that used in later chapters in the book:such as mean,variance,covariance,distributions and other statistical stuff. those who wrote in previous reviews that they dont understand econometrics and that the book is UNORGANIZED-i warn u that econometrics is a THEORY that explains ECONOMICS THEORY-u need to know some basic things about economic theorys such as the famous MACRO-ECONOMIC CONSUMPTION-INCOME model and its economic theory-and also u need to know basic math that economics student must know and lean in first year-THIS IS WHY THIS BOOK MOSTLY GOOD FOR ECONOMICS STUDENTS who have some knowledge about economics models and math that used in economics:the simple linear equation,difrentials etc.THE BAD THING IS THAT THIS BOOK REALLY EXPENSIVE IN AMAZON,COST 131$ WHICH IS TOO EXPENSIVE IN TERMS OF SHEKELS(ISRAELI MONEY) 550 SHEKELS!SINCE THAT I HAVE TO LOAN AN OLDER VERSION OF THIS BOOK,4TH EDITION, IN THE COLLEGE LIBRARY-i would buy this book in amazon if amazon would decrease the price to a reasonable price for a book around 20-25$

unorganized.......2003-02-21

Though this book offers many questions, which is an advantage, it does not clear concise answers to the few questions which it does answer. Furthermore this text has a very poor structure to it, material is all over the place. The only other benefit is the user friendly gretl software.

Outstanding introduction to econometrics.......2002-09-07

I can not express enough the quality of this book for the desired target audience. As the title suggests, this is a book for those looking to gain insight into the basics of econometrics. If you've taken even a little calculus, and basic statistics, you should be ok. If not, you've no business trying to tackle econometrics, so I will not let that requirement taint my 5 star rating.

If you have a desire to learn anything about econometrics, especially if you've seen some basic information about regression / OLS in a stats class before, this is the place to start. What is learned here is not only the underlying math but also the all important intuition behind the math and the stats and ultimately the econometrics itself. You don't just learn why a formula works, how it is written, and what the proof looks like. The author goes to length to ensure that you also gain a broad appreciation for the assumptions upon which the methods are based, and ultimately what happens when you violate those assumptions. This is a critical part of learning statistics and econometrics, one which is far too often neglected by students, instructors, and authors alike. A key part of any statistical exercise is the intuition behind it, and a working knowledge of how and why the methods chosen are valid. Ramanathan does an excellent job of making sure you understand these ideas every step of the way, throughtout the text. There are plentiful references to earlier sections with related concepts, constantly linking new ideas with those covered in previous sections and chapters. Appendices between chapters also delve into the related mathematics and provide additional proofs for those interested.

I believe there is no better introduction to the subject of econometrics than this work. My instructor required this text in our beginning econometrics course. He never taught directly from the book nor did he assign work from it. We were merely told to purchase it as a requirement for the class so that we would have it as a reference whether we thought we needed it or not. I found myself reading this book constantly, despite never having been required to so much as open it for the class. The book is more than worth it, even at twice the price.

Wonderful deal!.......2002-03-30

The book is really new, in good condition. The delivery is faster than expected! If I buy a book next time, I will choose this dealer again!

Mathematics for Economists: An Introductory Textbook, Second Edition

Average customer rating:

Excellent for Non-Quant Geek Economics Students

Mathematics for Economists: An Introductory Textbook, Second Edition
Malcolm Pemberton , and Nicholas Rau
Manufacturer: Manchester University Press
ProductGroup: Book
Binding: Paperback

Econometrics | Economics | Business & Investing | Subjects | Books

Theory | Economics | Business & Investing | Subjects | Books

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Mathematics for Economics - 2nd Edition

ASIN: 0719075394
Release Date: 2006-11-28

Book Description

This book is a self-contained treatment of all the mathematics needed by undergraduate and beginning-graduate students of economics. Building up gently from a very low level, the authors provide a clear, systematic coverage of calculus and matrix algebra and easily accessible introductions to optimisation and dynamics. The emphasis throughout is on intuitive argument and problem-solving. All methods are illustrated by well-chosen examples and exercises selected from central areas of modern economic analysis. New features of the second edition include:
> a thorough exposition of dynamic optimisation in discrete and continuous time
> an introduction to the rigorous mathematical analysis used in graduate-level economics

Customer Reviews:

Excellent for Non-Quant Geek Economics Students.......2002-02-20

This book is a gentle introduction to the math used in microeconomics at advanced undergrad or graduate levels. The book assumes nothing or at least very little in the way of math preparation. The authors could point out more pitfalls, but these two mathematics professors write beautifully and simply about what is, for some of us, a complicated topic. They start with things as simple as Cartesian graphs and they move on through calculus, differential equations and various forms of linear and matrix algebra. The econ examples are excellent and concise, but are basic and not of theoretical interest. No one is going to learn Cournot monopoly theory or auction theory here, but you will learn how to read a book like Wolfstetter's Topics in Microeconomics without wishing you could throttle the excessively brief and cryptic author of that interesting text. One wishes in general that economists could write like the authors of this book, but they can't. Nowhere have I seen such obtuse notation and heartless math presentation as in microeconomic theory. But econ is micro, and even if a lot of microeconomists can't teach, write, or present math, they are the roadblock to understanding much of finance, applied game theory, and matters of technical management and public policy. This book covers continuous and static analysis tools, not probability or statistics in any detail. It is truly innovative among the books I have seen in treating mathematical economics. Micro theory is the flunk-out course for econ majors. This book could get most through. A patient non-quantitative person can learn it right out of the book without lectures or high anxiety. I suspect the seriously macho econ folks will hide the fact that they own it, but they would probably benefit too at least from topics where they stumble a bit or feel a slight discomfort. It would also be a worthwhile text for Ph.D. candidates who want to prepare for comprehensive exams either oral or written, or for people like economic sociologists who vaguely wish to be taken seriously.

Average customer rating:

Metrics
Don't buy unless required
Sets the Standard for undergraduate study of Econometrics

Introductory Econometrics
Arthur S. Goldberger
Manufacturer: Harvard University Press
ProductGroup: Book
Binding: Hardcover
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Statistical Inference

ASIN: 067446107X

Book Description

This is a textbook for the standard undergraduate econometrics course. Its only prerequisites are a semester course in statistics and one in differential calculus. Arthur Goldberger, an outstanding researcher and teacher of econometrics, views the subject as a tool of empirical inquiry rather than as a collection of arcane procedures. The central issue in such inquiry is how one variable is related to one or more others. Goldberger takes this to mean "How does the average value of one variable vary with one or more others?" and so takes the population conditional mean function as the target of empirical research.

The structure of the book is similar to that of Goldberger's graduate-level textbook, A Course in Econometrics, but the new book is richer in empirical material, makes no use of matrix algebra, and is primarily discursive in style. A great strength is that it is both intuitive and formal, with ideas and methods building on one another until the text presents fairly complicated ideas and proofs that are often avoided in undergraduate econometrics.

To help students master the tools of econometrics, Goldberger provides many theoretical and empirical exercises and, on an accompanying diskette, real micro-and macroeconomic data sets. The data sets deal with earnings and education, money demand, firm investment, stock prices, compensation and productivity, and the Phillips curve.

Customer Reviews:

Metrics.......2003-05-20

I might be biased given that professor Goldberger taught at my undergrad school. But this book is quite nice. I can see how for some people it is not clear enough: this book is a rigorous, little, dense brick packed with information and no fancy/cute diagrams.

To really get something out of it, i could not just read it, but rather had to sit down with pen and paper and write down along the concepts. If you are willing to do that, then you will really enjoy it, as i certainly did.

Don't buy unless required.......2000-04-18

This book was the required text for my first econometrics class. I found it unclear and ended more confused after consulting the text than before. It is very theory-based, and not very helpful if you're looking for a book about practical applications of econometric models. The only way I got through econometrics was using Pindyck and Rubinfeld's Econometrics book. Goldberger's book was short with too few examples, problems at the end of the chapter which were not discussed in the chapter. If you are buying this as a first econometrics book, don't, and if you're well versed in econometrics, then you don't need an intro book. This book caters to no level of econometric student.

Sets the Standard for undergraduate study of Econometrics.......1999-10-22

This book begins with the simplest of concepts and gradually builds into more complex concepts by the end of the book. In the mean time the reader attains a better understanding of each issue while slowly broadening his scope at a pace that is very comfortable.

Average customer rating:

More than just an introduction

Introductory Econometrics
P. J. Dhrymes
Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover

Econometrics | Economics | Business & Investing | Subjects | Books

Theory | Economics | Business & Investing | Subjects | Books

General | Popular Economics | Business & Investing | Subjects | Books

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ASIN: 0387903178

Book Description

This book represents a first course in econometrics, assuming only some knowledge of elementary probability theory and statistics on the part of the student. Its rigorous and comprehensive discussion concentrates on the general linear model, treating the standard case as well as the consequences resulting from violation of the underlying assumptions. Extensively documented chapters also cover the misspecification problem and errors in the variable model, simultaneous equations models and, uniquely, Multiple Comparison Test, Durbin- Watson Theory, Power Functions and Bayesian Analysis. Each chapter concludes with carefully selected exercises.

Customer Reviews:

More than just an introduction.......2000-09-28

This is a classic -- the best, most elegantly presented coverage of Econometric fundamentals I've ever seen. Professor Dhrymes doesn't water down the presentation. This is a rigorous analysis, but it's also remarkably clear. As with any mathematical text, some investment is required to get familiar with the author's style and notation, but once on board, the payoff is tremendous. Dhryme's clarity of thought and artful use of algebric notation can reduce many otherwise Byzantine relationships to the simplicy of "2 + 2 = 4".

Customer Reviews:

Good piece of work.......2003-10-30

I have read some of this book when doing my pre-master in egypt and when doing my master in Malaysia, I found myself looking for this book,looking for my friend who lent it to me before but no chance to get his number.Only today I found the title from my memory and I will buy one copy for myself and ask the supplier to get some for my student as well.

Average customer rating:

Introductory Mathematical Economics
Adil H. Mouhammed
Manufacturer: M.E. Sharpe
ProductGroup: Book
Binding: Hardcover

Econometrics | Economics | Business & Investing | Subjects | Books

Theory | Economics | Business & Investing | Subjects | Books

General | Popular Economics | Business & Investing | Subjects | Books

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Nonlinear Models, Labour Markets and Exchange (Creedy, John, Introductory Surveys in Economics, V 2.)

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Nonlinear Models, Labour Markets and Exchange (Creedy, John, Introductory Surveys in Economics, V 2.)
John Creedy
Manufacturer: Edward Elgar Publishing
ProductGroup: Book
Binding: Hardcover

Labor Policy | Popular Economics | Business & Investing | Subjects | Books

General | Popular Economics | Business & Investing | Subjects | Books

Econometrics | Economics | Business & Investing | Subjects | Books

Labor & Industrial Relations | Economics | Business & Investing | Subjects | Books

General | Business & Investing | Subjects | Books
ASIN: 1843760193

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