Hayashi Econometrics

Publisher's homepage of Econometrics (You can download Preface, Table of Contents, and Chapter 1 from there.)

Datasets for Econometrics

Marc Nerlove, "Returns to Scale in Electricity Supply" (the paper covered in Section 1.7 of Econometrics) -- Here is a scanned file in 7 installments (made available here with a full blessing of Marc Nerlove):
pp. 167-71 (about 1.37Mb)
pp. 172-76 (about 1.46Mb)
pp. 177-81 (about 1.42Mb)
pp. 182-86 (about 1.40Mb)
pp. 187-91 (about 1.46Mb)
pp. 192-96 (about 1.10Mb)
pp. 197-98 (about 0.56Mb)

Answers to Selected Review Questions in Econometrics

Answers to Analytical Exercises (Chapters 1-9)

Known typos and errors (last update: November 16, 2010; email address changed Jan 2007).

Section 1.5 on Maximum Likelihood has been revised! (November 4, 2003)

FAQs (last update: September 22, 2004)

RATS programs for all the empirical and Monte-Carlo exercises (provided by Estima).

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