Mastering Econometrics: Exercises and Solutions

In Mastering Econometrics: Exercises and Solutions, Jan R. Magnus and Sean Telg guide you through carefully selected and fully worked-out exercises in econometrics. The book is intended to accompany an introductory econometrics course at the Bachelor’s, Master’s or PhD level, where students are assumed to have at least some background in linear algebra and statistics. Designed as a compendium to the first author’s Introduction to the Theory of Econometrics, the book can also be used for self-study or in conjunction with other textbooks. Associated data files and codes (in R) are available via the link below. Mastering Econometrics: Exercises and Solutions comes with supplementary teacher resources which are available for free on request.

 

Mastering Econometrics and Introduction to the Theory of Econometrics are also available as a combined set at a discounted price.

 

Jan R. Magnus (1948) studied econometrics and philosophy at the University of Amsterdam. He worked at the London School of Economics and Tilburg University before moving to the Vrije Universiteit Amsterdam as Extraordinary Professor.

 

Sean Telg (1990) studied econometrics at Maastricht University, where he completed his PhD and worked as a lecturer. Afterwards, he joined the Vrije Universiteit Amsterdam as Assistant Professor.