Econometric Theory and Methods

Russell Davidson

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Language: English

Published by Oxford University Press, 2003

0195123727 / 9780195123722

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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 # CIN0195123727G

Title
Econometric Theory and Methods
Author
Russell Davidson
Publisher
Oxford University Press
Publication year
2003
Condition
Good
Binding
Hardback
Language
English
ISBN 10
0195123727
ISBN 13
9780195123722

World of Books (was SecondSale)

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