Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration/5(28). Fumio Hayashi (林 文夫, Hayashi Fumio, born 18 April ) is a Japanese economist. He is a professor at the National Graduate Institute for Policy Studies (GRIPS) in Tokyo. Hayashi took his Bachelor of Arts from the University of Tokyo and his Ph.D. from Harvard University in Awards: Nakahara Prize (), Imperial Prize of the Japan Academy (). Fumio Hayashi, Econometrics, , New Jersey: Princeton University Press James H. Stock and Mark Watson, Introduction to Econometrics, Boston: Addison-Wesley, One can never really master econometrics without getting his/her hand dirty. Real data using some statistic or statistic package is considered as an essential part of this course.
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