Very well done. Logically laid out and easy to use. CD-ROM attachment is very helpful.

I found myself skipping the profiles and going straight to the sites and am disappointed that the number of sites are limited . . . of course they are only profiling the best. It does cover a very broad number of topics.

A good effort but they barely scratched the surface. I had a better time working the link lists at major sites.

Anyone who has lost themselves in the web searching for Civil War information know that the amount, quantity, and accessibility of material can, and does, fascinate and frustrate. Sites that looked promising turn into dead ends, information presented can be of dubious quality and, most of all, the sheer volume of material can consume many tedious hours. The Civil War on the Web highlights the best sites, and will save this researcher much valuable time. Civil War enthusiasts will also enjoy the authors' essays and summaries for the insight they provide on the state of scholarship today. A must for anyone curious about the war who has access to the internet!

My wife got me this book for my birthday. I'm a big Civil War buff and even I found sites in this book that I never would have found otherwise. I found so much to read on the Civil War on the web through this book its like getting a 100 books (for the price of one). Plus, there is a CD that makes linking to the sites even easier. If you know someone who likes the Civil War, this is the book for them.

Instills understanding by slowly going through derivations and principles, while at the same time motivating econometric analysis by referring to economic situations where it can be used. Much better than Gujarati (which tends to be a "cookery book" rather than giving an integrated treatment).

The only weakness of the book is that it focusses almost exclusively on estimation under the assumption that error terms are identicallly and independently distributed (iid). However, all other undergraduate econometric textbooks (and a lot of graduate ones too!) display this preoccupation, so Griffiths et al are no worse than their rivals.

An update to this book would also be good, as it's nearly 10 years old now.

However, its good points far outweigh these weaknesses.

This book is excellent for beginners in econometrics. It is particuarly useful for people not wanting to know all the mathematics ( algebra and matrix approach) behind econometrics. Students doing term papers find it very practical as they want to know how to go from theoretical econometrics to empirical econometrics.

This is a great beginner's textbook. Whereas some, like Greene, are going to be too hard for some beginners, and others like Gujarati are far too basic, this book strikes an excellent balance. It's best feature is all the worked examples is gives you, including the raw data used, allowing you to enter the data into a statistical package and make sure you get the same result. This is a great confidence builder!

I have read both hardcover texts by these authors (Undergraduate Econometrics & Learning and Practicing Econometrics) This book follows very closely with the examples presented in the textbook. Unfortunately the book doesn't go into more advanced topics(eg. Poisson, Negative Binomial...). Comparing it to other books, it is much easier to read than Green's Econometric Analysis, but does not go into the greater depth of topics as Green. IMO it helped me learn SAS quite a bit. Four months ago I had no idea how to use it.

I thought that this manual really helped me in my job. It was a great aid to the knowledge that I already had about SAS and has been a wonderful resource for me.

I don't want to say too much about this book. I use it a lot. But I think what is in this book has been said so much more clearly elsewhere. I would rather attack econometrics using Greene's clarity or if I were interested in time-series, I would much rather have Hamilton. It is okay. It was a warhorse for its time. But unless you need it for a class, I think there are better references out there.

Another review stated that Green was a clearer book than Judge et al. No way. This book starts and concludes thoughts without the constant refer to section blah blah blah found in Green. Also Judge et al. is accurate; something sorely missing in Green. Hamilton on the other hand focuses strictly on time series, and forecasting. If you want a solid reference for econometrics this is the most complete and well thought out book available.

this is one of those econometrics (i'll call it "metrics" from now on to save on typing) books which you know has to cover alot of the slow, boring stuff which lecturers expect students to know by the time they take metrics options and hated by undergraduates. having said that, this book does it quite well. one thing i hate in metrics texts is dense mathematical proofs. especially proofs which assume the reader knows other proofs intimately. this book nicely avoids that, dropping in an adequate and useful amount of proofs, especially the Gauss-Markov Theorem and a proof of why OLS estimation outshines any other method in simple regression analysis. the book does this without being overwhelming - in my opinion, mathematics has to be appreciated through discussion and argument, which Hill et al do quite admirably. Also, metrics is about interpretation of results, not just calculating them, and this book keeps that in mind very well from beginning to end. The reason i gave this book 4 stars is simple. when i was doing my last minute cramming for exams, i was able to move through the book quickly and easily, whilst still appreciating the main points, the big picture, and also the subtleties of more advanced topics like GLS, moments-based estimation and distributed lags in a short space of time. the book also comes with useful end-of-chapter "should know" points and problems. the best thing about the problems is the "real-world" nature of the tasks, often drawing on real-life data and economic intuition. using that data and being able to become comfortable with computer techniques is the most vital thing to a beneficial study of metrics. i found gujarati's "basic econometrics" a nice companion to this book (but then again everyone likes gujarati to some extent), but mostly i was satisfied with this book as a stand-alone manual to second-year metrics studies, good for laying the foundations for studies in topics like maximum likelihood estimation and financial econometrics. oh, and it's small and not too heavy. good for carrying around to classes all day!

This book begins with simple concepts and gradually introduces more complex methods at a pace that is very comfortable for self-study. It also can be used in a one-quarter course for undergraduates who have had basic courses in calculus and linear algebra. However, it doesn't give all proofs for the statistical theorems in the text.

The book is excellent for the mathematically inclined student who masters well linear lagebra. It uses matrix notaion extensively and enables one to generalize results without getting lost. I used that book in my intermediate econometrics course at the undergraduate level. I am convinced it is a mistake to start learning econometrics by first using the algebraic approach then the matrix approach. This only brings about confusion. This book is excellent as when one thinks hard through theoretical results it is much easier to get a good grasp of the empirical results one finds in applied work. I always consult this book first when I am a bit rusty in classical and special topics in econometrics. The book is not up to date to more modern econometrics such as cointegration and unit root analysis (those subjects don't exist in it).

I have been using this workbook for undergraduate econometrics. E-views student version is a cut-down version of the 3.1 E-views program.

The workbook is the companion to Undergraduate Econometrics Hill, Griffiths and Judge and the examples used in the workbook are those contained in the textbook.

Unfortunately the workbook does not explain how to adapt the examples of other work. As the E-views program has complicated syntax which needs deciphering, the workbook was not much use for practising econometrics outside the examples in the text book.

The workbook does not contain an index.