Principles of Econometrics, 5th Edition

R. Carter Hill, William E. Griffiths and Guay C. Lim

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.

poe5 cover

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. 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. 

Using EViews for Principles of Econometrics, 5th Edition, by William E. Griffiths and R. Carter Hill.  Coming soon! This supplementary book presents the EViews 10 (www.eviews.com) software commands required for the examples in Principles of Econometrics, 5th Edition, in a clear and concise way. It contains many illustrations that are student friendly. It is useful not only for students and instructors who will be using this software as part of their econometrics course, but also for those who wish to learn how to use EViews.

Using Stata for Principles of Econometrics, 5th Edition, by Lee C. Adkins and R. Carter Hill.  Coming soon!  This supplementary book presents the Stata 15 (www.stata.com) software commands required for the examples in Principles of Econometrics, 5th Edition. It is useful not only for students and instructors who will be using this software as part of their econometrics course, but also for those who wish to learn how to use Stata. Screen shots illustrate the use of Stata’s drop-down menus. Stata commands are explained and the use of ‘‘do-files’’ illustrated. See http://www.stata.com/texts/s4poe5 ( Coming soon! ) for data files and more.

Using Excel for Principles of Econometrics, 5th Edition, by Genevieve Briand  and R. Carter Hill. Coming soon! This supplementary book presents the Excel instructions required for most of the examples in the first eight chapters of Principles of Econometrics, 5th Edition, in a clear and concise way. It contains many illustrations that are student friendly. It is useful not only for students and instructors who will be using this software as part of their econometrics course, but also for those who wish to learn how to use Excel. 

Using SAS for Econometrics, by R. Carter Hill and Randall C. Campbell.  Coming soon! This supplementary book presents the SAS 9.4 (www.sas.com) software commands required for the examples in Principles of Econometrics, 5th Edition. It is useful not only for students and instructors who will be using this software as part of their econometrics course, but also for those who wish to learn how to use SAS. There are many screen shots, SAS output and complete command files.

Using GRETL for Principles of Econometrics, 5th Edition, by Lee C. Adkins.  Coming soon!  This free supplement, readable using Adobe Acrobat, explains how to use the freely available statistical software GRETL (download from http://gretl.sourceforge.net). Professor Adkins explains in detail, and using screen shots, how to use GRETL to replicate the examples in Principles of Econometrics, 5th Edition.

Using R for Principles of Econometrics, Second Edition, by Constantin Colonescu. This supplementary book presents the R instructions required for most of the examples in Principles of Econometrics, 5th Edition in a clear and concise way. It contains many illustrations that are student friendly. It is useful not only for students and instructors who will be using this software as part of their econometrics course. It is available at Amazon.com.

Errata        Answers to odd numbered exercises        POE5 Statistical Tables        POE5 Formula Sheet

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