Econometric Theory and Methods

✍ Scribed by Russell Davidson, James G. MacKinnon

Publisher: Oxford University Press, USA
Year: 2003
Tongue: English
Leaves: 712
Category: Library

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✦ Subjects

Финансово-экономические дисциплины;Эконометрика;

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</em>Econometric Theory and Methods</em> 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 met