Set: Introduction to the Theory of Econometrics & Mastering Econometrics
About Introduction to the Theory of Econometrics
Familiarity with the standard linear regression model and a thorough understanding of the principles of maximum likelihood are essential in courses in econometric theory. This book offers both and much more. It’s suitable as an introduction to econometrics for Bachelor’s, Master’s and PhD students. New in this edition is online access to 39 online video lectures by the author.
About 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 this link. Mastering Econometrics: Exercises and Solutions comes with supplementary teacher resources which are available for free on request.