42
Introduction to Econometrics
Econometrics and Mathematical Economics
Econometrics and Mathematical Economics
Contents:
Ed 3rd
on
iti
Christopher Dougherty, Senior Lecturer Economics
Department, London School of Economics
•Uses non-technical language helping students to
understand this subject.
•Taking a modern approach to econometrics, this text
coves cross sectional data followed by time series data.
New to this edition:
•New material on alternative test approaches, Wald,
Likelihood ratio.
Introduction to Econometrics provides students with a simple
mathematics notation and step-by step explanations of
mathematical proofs to facilitate a thorough understanding
of the subject. Extensive exercises throughout encourage
students to apply the techniques, thus gaining confidence
in what they have learnt.
480 Pages 2006 978-0-19-928096-4 £34.99 Paperback
This is a very good introductory textbook.
It manages to introduce… recent topics in a
clear and understandable way.
Iris Biefang-Frisancho Marisca,
University of the West of England
Maths for Economics
Geoff Renshaw, Department of Economics,
University of Warwick
•Assumes very little prior mathematical knowledge,
and no prior economics knowledge.
•Provides students with the full range of mathematical
techniques that they require to study economics.
•Aims to progress the student beyond mechanical
exercises to the creative use of maths as a tool-kit
for analysis in theoretical and applied economics
Maths for Economics provides a solid foundation in
mathematical principles and methods for economics
and business students. It aims to build self-confidence
in maths, by adopting a de-mystifying, user-friendly style
and by reinforcing learning at each step through worked
examples and test exercises. The book assumes little prior
knowledge and its first section makes it suitable whether
or not students have studies maths at A-level.
Thanks for re-instilling my
confidence in maths again. 908 Pages 2005 978-0-19-926746-0
Paperback £35.99
Roy Feyer, student,
University of Queensland
Geoff Renshaw’s Maths for Economics is an important new text aimed
at entry-level undergraduate students. It is a testament to the efforts of
the author that reading the text is almost like listening to a classroom
discussion, while students with a strong background in mathematics
might want to find a more laconic exposition; it is hard to imagine a
better text for those without such an advantage.
Arup Daripa, lecturer in economics, Birkbeck, University of London
Order your inspection copy online at
www.oxfordtextbooks.co.uk
Review: random variables, sampling, and
estimation; Simple regression analysis;
Properties of regression coefficients and
hypothesis testing; Multiple regression
analysis; Transformation of variables; Dummy
variables; Specification regression variables:
a preliminary skirmish; Heteroscedasticity;
Stochastic regressors and measurement
errors; Simultaneous Equations Estimation;
Binary Choice Models and Maximum Likelihood
Estimation; Models Using Time Series Data;
Properties of Regression Models with Time
Series Data; Introduction to Nonstationary Time
Series; Introduction to Panel Data Models
For lecturers:
• Instructor’s Manual
• PowerPoint slides to accompany the exercises
in the text
For students:
• Study guide
• PowerPoint slides
• Links to cross-section and time series data sets
www.oxfordtextbooks.co.uk/orc/
dougherty3e
Contents:
PART I: FOUNDATIONS: Arithmetic; Algebra; Linear
equations; Quadratic equations; Some further
equations and techniques; PART II: OPTIMISATION
WITH ONE INDEPENDENT VARIABLE: Derivatives
and differentiation; Derivatives in action;
Economic applications of functions and
derivatives; Elasticity; PART III: MATHEMATICS OF
FINANCE AND GROWTH: Compound growth and
present discounted value; The exponential
function and logarithms; Continuous growth and
the natural exponential function; Derivatives of
exponential and logarithmic functions and their
applications; PART IV: OPTIMISATION WITH TWO
OR MORE INDEPENDENT VARIABLES: Functions of
two or more independent variables; Maximum and
minimum values, the total differential and
applications; Constrained maximum and minimum
values; Returns to scale and homogeneous
functions; partial elasticities; logarithmic scales;
growth accounting; PART V: SOME FURTHER
TOPICS: Integration; Matrix algebra; Difference and
differential equations; Extensions and future
directions (by Norman Ireland)
For lecturers:
• Test exercises
• Graphs from the text
• Answers to the test exercises
For students:
• ‘Ask the Author’ forum
• A guide to using Excel
• Further exercises with answers
• Expanded solutions to progress exercises
• A guide to using Maple software
www.oxfordtextbooks.co.uk/orc/renshaw
www.oxfordtextbooks.co.uk/economics
 Econometrics and Mathematical Economics 43

Econometric Methods with Applications

in Business and Economics
Christiaan Heij, Associate Professor at the Econometric
Institute, Paul de Boer, Assistant Professor at the
Econometric Institute, Philip Hans Franses, Professor
of Applied Econometrics and Professor of Marketing
Research, Teun Kloek, Professor Emeritus of Econometrics,
and Herman K. van Dijk, Professor of Econometrics
816 Pages 2004 978-0-19-926801-6 Hardback £38.99

…students will find the contents

of this book to be a very helpful guide.
C. W. J. Granger, Nobel Laureate

Repeated Games and Reputations
Long-Run Relationships
George J. Mailath, Professor of Economics, University
of Pennsylvania, and Larry Samuelson, Professor of
Economics, University of Wisconsin
This book provides a complete treatment of the theory
of repeated games and reputations, beginning with the
elementary concepts required to work with repeated
games and continuing to research frontier. Detailed
theoretical arguments are complemented by copious
examples and economic applications of the theory.
572 Pages 2006 978-0-19-530079-6
Hardback £35.99
Econometric Theory
and Methods
Russell Davidson, Professor of Economics,
McGill University, Canada, and, and
James Mackinnon, Professor of Economics,
Queen’s University, Canada
This text provides a unified treatment of
modern econometric theory and practical
econometric methods.
768 Pages 2003 978-0-19-512372-2
Hardback £50.00

An Introduction to State Space Time

Series Analysis
Jacques J.F. Commandeur, Senior Researcher, SWOV
Institute for Road Safety Research, Leidschendam,
The Netherlands, and Siem Jan Koopman, Professor
of Econometrics, Vrije Universiteit, The Netherlands

Econometrics and Mathematical Economics

This text provides an introduction to time series analysis
using state space methodology to readers who are neither
familiar with time series analysis, nor with state space
methods. This is the first in a series of books designed
to provide practitioners, researchers, and students with
practical introductions to various topics in econometrics.
Practical Econometrics Series
192 Pages 2007 978-0-19-922887-4 Game Theory:
Hardback £24.99 A Very Short Introduction
Ken Binmore, Emeritus Professor of
Economics, University College London
An Introduction to Classical Game theory has seen spectacular successes
in evolutionary biology and economics, and
Econometric Theory is beginning to revolutionize other disciplines
Paul A. Ruud, Professor of Economics, University of from psychology to political science. This Very
California, Berkeley Short Introduction introduces the fascinating
world of game theory, showing how it can be
This book is designed to fill the gap between introductory
understood without mathematical equations,
undergraduate texts and advanced texts for graduate
and revealing that everything from how to
students. Its comprehensive coverage ensures that readers
play poker optimally to the sex ratio among
understand both the ‘how’ and the ‘why’ of econometrics,
bees can be understood by anyone willing
as it explains not only the mathematical techniques for
to think seriously about the problem.
econometric problem-solving but also the mathematical
foundations of the discipline. Very Short Introductions
976 Pages 2000 978-0-19-511164-4 Hardback £36.99 200 Pages October 2007 978-0-19-921846-2
Paperback £6.99

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