Econometric Theory and Methods
James Mackinnon, Russell Davidson
Language: English
Published by Oxford University Press, GB, 2003
- Hardcover
- New
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
AbeBooks seller since June 11, 2025
Condition: New
£ 313.54
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Add to basketItem description from seller
This text provides a unified treatment of modern econometric theory and practical econometric methods. The geometrical approach to least squares is emphasized, as is the method of moments, which is used to motivate a wide variety of estimators and tests. Simulation methods, including the bootstrap, are introduced early and used extensively. The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized method of moments, indirect inference, and kernel estimation. Every chapter incorporates numerous exercises, some theoretical, some empirical, and many involving simulation. Econometric Theory and Methods is designed for beginning graduate courses. The book is suitable for both one- and two-term courses at the Masters or Ph.D. level. It can also be used in a final-year undergraduate course for students with sufficient backgrounds in mathematics and statistics.…
Seller Inventory # LU-9780195123722
- Title
- Econometric Theory and Methods
- Author
- James Mackinnon, Russell Davidson
- Publisher
- Oxford University Press, GB
- Publication year
- 2003
- Condition
- New
- Binding
- Hardback
- Language
- English
- ISBN 10
- 0195123727
- ISBN 13
- 9780195123722
- Item weight
- 1,190 grams
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Rarewaves.com UK
London, United Kingdom
AbeBooks seller since June 11, 2025
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