Econometric Theory and Methods
Russell Davidson
ISBN 10: 0195123727 ISBN 13: 9780195123722
Published by Oxford University Press, 2003
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Synopsis:
This book provides a unified treatment of modern econometric theory and practical econometric methods.
About the Author: RUSSELL DAVIDSON holds the Canada Research Chair in Econometrics at McGill University in Montreal. He also teaches at GREQAM in Marseille and previously taught for many years at Queen's University. He has a Ph.D. in Physics from the University of Glasgow and a Ph.D. in Economics from the University of British Columbia. Professor Davidson is a Fellow of the Econometric Society and the author of many scientific papers. He is the coauthor of Estimation and Inference in Econometrics (OUP, 1993). JAMES G. MACKINNON is the Sir Edward Peacock Professor of Econometrics and Head of the Department at Queen's University in Kingston, Ontario, Canada, where he has taught since obtaining his Ph.D. from Princeton University in 1975. He is a Fellow of the Econometric Society and of the Royal Society of Canada and a past President of the Canadian Economics Association (2001-2002). Professor MacKinnon has written more than seventy journal articles and book chapters, and he is the coauthor of Estimation and Inference in Econometrics (OUP, 1993).
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Bibliographic Details
Title: Econometric Theory and Methods
Publisher: Oxford University Press
Publication Date: 2003
Binding: HRD
Condition: New