Econometric Theory and Methods
"This is a first class book, modern in conception and flawless in execution. The coverage is superb and it does things that many other books do not do or do not do adequately."--Richard E Quandt, Princeton University"An excellent book that stands on its own in terms of approach."--Thanasis Stengos, University of Guelph, Canada"This book teaches the core of econometric theory...with all of the fluency and didactic elegance that we have come to expect of its two authors....One of the book's outstanding features is its carefully constructed exercises which serve to reaffirm the concepts expounded it is chapters. The book has an elegant architecture, and it has been written with close attention to detail. In comparison, most other books that have a similar purpose look like mere agglomerations of econometric building materials. This is the best textbook of econometric theory to have emerged in a long while; and it deserves to find a place on the bookshelf of every instructor. It is bound to find favour with the students."--D.S.G. Pollock, University of London, UK