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
โ Scribed by Russell Davidson & James G. Mackinnon
- Tongue
- English
- Leaves
- 906
- Category
- Library
No coin nor oath required. For personal study only.
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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.
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,
</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