Econometric theory and methods

Russell Davidson, James G. MacKinnon

768 pages, parution le 24/02/2004

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Résumé

An excellent starting point for graduate-level econometrics, this comprehensive, well-organized and well-written introductory text includes all of the major topic areas of the subject, clearly explained through concepts rather than relying on complex algebra, and carefully pitched at the right level for students who may not already have a strong background in the subject. The text also includes discussion of bootstrap inference in order to aid students in understanding inference based on exact and asymptotic distributions.

Sommaire

Regression Models
The Geometry of Linear Regression
The Statistical Properties of Ordinary Least Squares
Hypothesis Testing in Linear Regression Models
Confidence Intervals
Nonlinear Regression
Generalised Least Squares and Related Topics
Instrumental Variables Estimation
The Generalised Method of Moments
The Method of Maximum Likelihood
Discrete and Limited Dependent Variables
Multivariate Models
Methods for Stationary Time-Series Data
Unit Roots and Cointegration
Testing the Specification of Econometric Models

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Oxford University Press
Auteur(s)	Russell Davidson, James G. MacKinnon
Parution	24/02/2004
Nb. de pages	768
Format	15,4 x 23,3
Couverture	Relié
Poids	1224g
Intérieur	Noir et Blanc
EAN13	9780195123722
ISBN13	978-0-19-512372-2