Exercises in Econometrics, Vols. 1 & 2

Peter C. B. Phillips
Philip Allan/Ballinger | January 1978 | ISBN: 0860030067 & 0860030091

(with M. R. Wickens) These books provide a set of worked and unworked exercises to supplement the main textbook material in econometrics. it is written partly for students who are commencing undergraduate work in econometrics and who have some prior knowledge of statistics, and partly for students who are undertaking more advanced undergraduate and graduate instruction. We also hope that the books will prove useful to teachers by providing material for classroom discussion and to research workers by going a small way towards bridging the gap between the textbook and the rapidly expanding literature in this field.

The books attempt to supplement the existing econometric literature in two ways. First, in our experience, students very often find that the textbook they are assigned does not prepare them adequately to solve the sort of problems they face in examinations. They are not shown in a direct way how the theory can be used to solve such problems and they are not provided with similar questions which they can attempt on their own. Second, with the increasing output of econometric research, the coverage of the established econometrics textbooks is seen to be less complete. This problem is of particular concern to advanced students searching for a recent overview of the subject and to beginning research workers who often feel the need for a simpler introduction to the recent literature, more particularly in the technical areas.