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Econometrics by Fumio Hayashi (Hardcover, 2000)

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This comprehensive introduction to econometrics presents the essential concepts and techniques used in economic data analysis, emphasizing systematic statistical methods. The book covers both theoretical and practical aspects, making it suitable for students and professionals alike. .

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Introducing first year PhD students to standard graduate econometrics material, this work covers the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. It is useful for those who intend to write a thesis on applied topics and also for the theoretically inclined.