Introduction to the Theory of Econometrics



Jan R. Magnus

This little book contains a first course in econometric theory. It is based on lectures to second-year undergraduates who have learned some calculus, matrix algebra, and statistics (but no econometrics) in their first year. Two things are essential in such a course. First, a thorough knowledge of the standard linear regression model. And second, a thorough understanding of the principles of maximum likelihood. The book is also suitable as an introduction to econometrics for Masters and PhD students.

Order your copy of Introduction to the Theory of Econometrics now!


Jan R. Magnus (1948) studied econometrics and philosophy at the University of Amsterdam. He worked at the universities of Amsterdam, Leiden, and British Columbia, before moving to the London School of Economics in 1981. In 1996 he was appointed Research Professor in Econometrics at Tilburg University. In 2013, he moved to the VU University Amsterdam as Extraordinary Professor in Econometrics. Magnus is (co)author of eight books, and more than one hundred scientific papers.



  1. mirjam pol-nog slimmerMirjam Pol, Nog slimmer! Wegwijzer voor efficiƫnt en effectief studeren (herziene editie 2016)
    65.000 exemplaren verkocht
  2. Chris Struiksma-Diagnostiek van technisch lezen en aanvankelijk spellenDr. Chris Struiksma, Diagnostiek van technisch lezen en aanvankelijk spellen (1986)
    60.000 exemplaren verkocht
  3. Bert Keizer-Onverklaarbaar bewoondDr. Bert Keizer, Onverklaarbaar bewoond. Het wonderlijke domein van de hersenen (2010)
    20.000 exemplaren verkocht
  4. Marijke van Dijk-Schrijven en presenteren op academisch niveauDrs. Marijke van Dijk, Schrijven en presenteren op academisch niveau (2009)
    12.000 exemplaren verkocht
  5. Erik Wolters-Parkinsonism and Related DisordersProf. dr. Erik Wolters, Parkinsonism and Related Disorders (2008)
    7.000 exemplaren verkocht