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Econometric Theory and Methods

โœ Scribed by Russell Davidson & James G. Mackinnon


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English
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906
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Library

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๐Ÿ“œ SIMILAR VOLUMES


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

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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.

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
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