Poirier, "Intermediate Statistics and Econometrics: A Comparative Approach"

[walt526]

After I got my UC Irvine admit the other night, I was looking at their first year courses and noticed that this book was what Professor Poirier (for obvious reasons) uses in his first semester of PhD-level econometrics.

Does anyone have experience with this text? It sounds like it develops econometrics with a minimum assumption of prior knowledge of statistics. Is it a worthwhile companion to have on hand for a course that features Greene as the primary text?

[bayesfactor]

I have extensive experience with it. The book has it's place, but it is a difficult book for people to learn from who have not had previous graduate work in probabilty, stats, and metrics.

The book gives extensive treatment to bayesian stats and metrics, and it is probably one of the few books of it's type, as it compares frequentist and bayesian methods. So if you are interested in these things then, it is probably worth checking out. It really doesn't cover frequentist techniques as fully as other books do, though, as asymptotic methods are de-emphasized.