Econometrics

By Bruce Hansen

Econometrics by Bruce Hansen is one of the most comprehensive and modern econometrics textbooks available today. Widely adopted in upper-level undergraduate and graduate economics programs, it integrates statistical theory, mathematical foundations, and applied econometric methods used in contemporary empirical research.

The book emphasizes rigor and clarity, helping students understand not only how econometric techniques work, but why they work. With a strong focus on inference, estimation, and identification, it prepares readers for advanced study and real-world data analysis.

Product Details

• Title: Econometrics
• Author: Bruce Hansen
• ISBN-13: 9780691235899
• Format: Paperback
• Availability: In Stock
• Price: $47.99 (Free Shipping)
• Minimum Order: 1 Copy

Topics Covered

• Linear regression models
• Inference and hypothesis testing
• Generalized Method of Moments (GMM)
• Maximum likelihood estimation
• Nonlinear econometric models
• Panel data methods
• Time series analysis and forecasting
• Causal inference and identification
• Advanced estimation techniques

Key Features

• Strong mathematical and statistical foundations
• Modern econometric techniques used in current research
• Clear theoretical explanations paired with applied examples
• Emphasis on inference, identification, and empirical validity
• Ideal preparation for graduate study and academic research

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What This Book Does

This text builds a deep understanding of econometric modeling, guiding readers from linear regression fundamentals to advanced estimation and causal inference methods. It is designed for learners who want to apply econometrics correctly in research, policy analysis, and quantitative decision-making.

Who Should Use This Book?

• Upper-level undergraduate and graduate economics students
• Quantitative researchers and data analysts
• Applied economists and econometricians
• Business, finance, and public policy researchers
• Academic programs teaching advanced econometrics

Why Buy from BooksGoat?

• Competitive academic pricing
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FAQs

• What econometrics book or textbook should I use?
  A solid choice for learning econometrics is “Econometrics” by Bruce Hansen, which provides rigorous theoretical foundations and modern applied methods suitable for advanced undergraduate and graduate students.
• What are programming languages used by most economists?
  Most economists primarily use R, Python, Stata, MATLAB, and increasingly Julia for data analysis, econometrics, and research.

A rigorous, research-ready foundation in modern econometrics.
Order today from BooksGoat and strengthen your quantitative toolkit.