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Econometric Theory and Methods

โœ Scribed by Russell Davidson; Canada Research Chair in Econometrics Russell Davidson; James G. MacKinnon; Sir Edward Peacock Professor of Econometrics James G MacKinnon

Publisher
Oxford University Press, USA
Tongue
English
Leaves
766
Category
Library
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โœฆ Synopsis

This comprehensive, yet accessible introductory text includes all of the major subjects of modern econometrics. It relies on concepts rather than alegbra and features a discussion of the 'bootstrap' - that is, a way to make inferences in a wide variety of econometric models.

๐Ÿ“œ SIMILAR VOLUMES

Econometric Theory and Methods
๐Ÿ“ Econometric Theory and Methods
โœ Russell Davidson, James G. MacKinnon ๐Ÿ“‚ Library ๐Ÿ“… 2003 ๐Ÿ› Oxford University Press, USA ๐ŸŒ English

This is a very good introductory econometrics textbook for the mathematically well-prepared. No prior knowledge of econometrics or statistics is assumed, and the discussion of the necessary probability and statistics concepts is integrated into the main text rather than being relegated to appendices

Econometric Theory and Methods
๐Ÿ“ Econometric Theory and Methods
โœ Russell Davidson, James G. MacKinnon ๐Ÿ“‚ Library ๐Ÿ“… 2003 ๐Ÿ› Oxford University Press, USA ๐ŸŒ English

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,

Econometric Theory and Methods
๐Ÿ“ Econometric Theory and Methods
โœ Russell Davidson, James G. MacKinnon ๐Ÿ“‚ Library ๐Ÿ“… 2003 ๐Ÿ› Oxford University Press, USA ๐ŸŒ English

</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