<[EMAIL PROTECTED]> wrote in message [EMAIL PROTECTED]">news:[EMAIL PROTECTED]... > [EMAIL PROTECTED] (Christopher Auld) wrote in message news:<b28jih$[EMAIL PROTECTED]>... > > <[EMAIL PROTECTED]> wrote: > > > > >I am looking for an easy to understand introduction to econometrics. A > > >book is preferred, but a website may do as well. > > > > Get two books: Peter Kennedy's _A Guide to Econometrics_, and > > any introductory econometrics textbook, such as Gujarati. > > Thanks for the advice. Everyone seems to recommend Kennedy, including > my professors. I loved his witty footnotes about the philosophy of > social science issues that are borne out in econometrics, but I did > not find him helpful for learning the basics. Maybe I will try to look > at it again, but I left my copy on the side of the continent.
Once upon a time, a bunch of policy analysis folks also recommended Kennedy to me. That was when I didn't know any stats. After I learned stats, I looked back and decided I thought Kennedy sucked; don't recall why. (That doesn't mean I thought it sucked compared to other econometric texts; maybe they all suck.) So...you might want to look into good books on statistics, to supplement the econometrics books. I'm no expert on econometrics, but I'd venture a guess that regression analysis is key. Unfortunately, IMHO most stats books suck, too. > My school's library is scanty on econometric primers, it looks like I > am going to have to delve into the social science statistics primers. > > Any further suggestions from anyone are welcome! > > --Steve . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
