A Concise Introduction to
Econometrics. An Intuitive Guide
In this short and very
practical introduction to econometrics Philip Hans Franses guides the reader through the
essential concepts of econometrics. Central to the book are practical questions in various
economic disciplines, which can be answered using econometric methods and models. The book
focuses on a limited number of the essential, most widely used methods, before going on to
review the basics of econometrics. The book ends with a number of case studies drawn from
recent empirical work to provide an intuitive illustration of what econometricians do when
faced with practical questions. Throughout the book Franses emphasises the importance of
specification, evaluation and implementation of models appropriate to the data. Assuming
basic familiarity only with matrix algebra and calculus the book is designed to appeal as
either a short stand-alone introduction for students embarking on an empirical research
project or as a supplement to any standard introductory textbook.
PHILIP HANS FRANSES is
Professor of Applied Econometrics and Professor of Marketing Research at Erasmus
University, Rotterdam. He has published articles in leading journals and serves on a
number of editorial boards, and has authored several textbooks, including Non-Linear
Time Series Models in Empirical Finance (Cambridge, 2000, with Dick van Dijk).
Contents
1. Introduction
2. A few basic tools
3. Econometrics, a guided tour
4. Seven case studies
5. Conclusion
6. References
7. Bibliography
117 pages, 5 line diagrams, 5
tables