Principles of Econometrics, 5th Edition is an introductory book for undergraduate students in economics and finance, as well as first-year graduate students in economics, finance, accounting, agricultural economics, marketing, public policy, sociology, law and political science. It is assumed that students have taken courses in the principles of economics, and elementary statistics. Matrix algebra is not used, and calculus tools are developed in appendices. It is published by Wiley (2018).
Brief Table of Contents Complete Table of Contents List of Examples
Data files: POE5 includes 158 data files in various formats. Using the links you can download all files in a *.ZIP format, or download individual files. The data definition files should be downloaded by all users. Note: Users of previous editions should download all the data files again. Some data files from previous editions have been updated.
Computing help: Help with econometric and statistical computing is available in supplementary texts. There are supplments using EViews, Stata, Excel, SAS, GRETL, and R. The supplements have chapters that follow the chapters in the textbook, and they give instructions to replicate the examples in the book using both screen shots and commands.
Errata Answers to odd numbered exercises POE5 Statistical Tables POE5 Formula Sheet
Durbin-Watson test critical values Tips on writing