About the book
Peter E. Kennedy's text gives an overview of econometrics and an intuitive grasp of its main concepts and techniques, while leaving out most of the notation and technical detail common in econometrics textbooks. The fourth edition kept the structure and flavor of earlier editions, updated the references, and added material on topics including neural nets, bootstrapping, duration models, count data, Monte Carlo studies, VARs, time series analysis, instrumental variable estimation and the generalized method of moments. An added appendix and a fresh kind of exercise stress the importance of the sampling distribution. The text suits teachers and students of the subject alike.
Nassim Nicholas Taleb praised it as the best intuition builder in statistics and econometrics, adding that he has read its various editions throughout his career.
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This book has 1 recommendation
Nassim Nicholas Taleb (Flaneur)
The best intuition builder in both statitics and econometrics. I have been reading the various editions throught my career. Please, keep updating it, Peter Kennedy!
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