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Introductory Econometrics

Introductory Econometrics

Arthur S. Goldberger

ISBN 9780674461079

Publication date: 09/20/1998

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 real micro-and macroeconomic data sets. The data sets, available for download at www.hup.harvard.edu/features/golint/, deal with earnings and education, money demand, firm investment, stock prices, compensation and productivity, and the Phillips curve.

THE DATA SETS CAN BE FOUND HERE.

Praise

  • Arthur Goldberger's new book sets a standard for undergraduate textbooks in econometrics.

    —Guido Imbens, Harvard University

Author

  • Arthur S. Goldberger was Professor of Economics, Emeritus, at the University of Wisconsin–Madison.

Book Details

  • 256 pages
  • 6-1/8 x 9-1/4 inches
  • Harvard University Press

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