Author: Chris Brooks
Edition: Second
Publisher: Cambridge University Press
Pages: 674
Price: £80.00 and £38.00
ISBN 9780521873062 and 694681
This is a solid theoretical course text, but with a strong emphasis on the "hands-on" approach. It features numerous practical illustrations using the Eviews econometrics package. A Regression Analysis of Time Series (RATS) handbook is also available to accompany the text.
Who is it for? Graduates and advanced undergraduates studying finance.
Presentation: Comprehensive treatment of topics in estimation, from the elementary to the advanced.
Would you recommend it? Yes. Very comprehensive, and it does a sound job in covering the territory.
