Book econometrics ISBN 0691010188

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Thud! from Terry Pratchett
KoomValley? That was where the trolls ambushed the dwarfs, or the dwarfs ambushed the trolls. It was far away. It was a long time ago.

But if he doesn’t solve the murder of just one dwarf, Commander Sam Vimes of Ankh-Morpork City Watch is going to see it fought again, right outside his office.
With his beloved Watch crumbling around him and war-drums sounding, he must unravel every clue, outwit every assassin and brave any darkness to find the solution.And darkness is following him....

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Title: Econometrics
Author: Fumio Hayashi
ISBN: 0691010188
EAN: 9780691010182
690 Pages
Publisher: Princeton University Press
Binding: Hardcover
Publication date: 2000-10-30

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2006-12-18 Very good coverage

I get suspicous of books claiming to be "graduate econometrics text books", for PhD's as no one book could cover this topic, I always suggest Hamilton for time series and Greene for cross sectional and limited dependent variable work, as for panels well... Arellano is okay but not great... this is a gap i.e. the definitive panel book.

However Hayashi provides a comprehensive guide and an essential reference book if a little light to base a literature review around.

You won't be unhappy buying this book and it's better than Hendry (anything is).