Principles of Econometrics 4E
R.Carter Hill，William E. Griffiths，Guay C. Lim
This work is a revision of Principles of Econometrics, 3rd edition, by Hill, Griffiths, and Lim (Wiley, 2008), which was a revision of Undergraduate Econometrics, 2nd edition, by Hill, Griffiths, and Judge (Wiley, 2001). The earlier title was chosen to clearly differentiate the book from other more advanced books by the same authors. We made the title change because the book is appropriate not only for undergraduates, but also for first-year graduate students in many fields, as well as MBA students. Furthermore, naming it Principles of Econometrics emphasizes our belief that econometrics should be part of the economics curriculum, in the same way as the principles of microeconomics and the principles of macroeconomics. Those who have been studying and teaching econometrics as long as we have will remember that Principles of Econometrics was the title that Henri Theil used for his 1971 classic, which was also published by JohnWiley and Sons. Our choice of the same title is not intended to signal that our book is similar in level and content. Theil’s work was, and remains, a unique treatise on advanced graduate level econometrics. Our book is an introductory-level econometrics text.