close
Econometric Theory and Methods | Zookal Textbooks | Zookal Textbooks
  • Author(s) Russell Davidson / James G. MacKinnon
  • Edition
  • Published1st November 2003
  • PublisherOxford University Press USA
  • ISBN9780195123722
  • University course codes
    • Open Universities:EDC155 - Learning Theory for Educators
    • University of Sydney (USYD):ECMT2130 - Financial Econometrics
    • University of Sydney (USYD):ECMT3110 - Econometric Models
    • University of Western Australia:ECON3350 - Money
    • University of Western Australia:ECON3371 - Econometrics
Econometric Theory and Methods 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, are introduced early and used extensively.The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized method of moments, indirect inference, and kernel estimation. Every chapter incorporates numerous exercises, some theoretical, some empirical, and many involving simulation.Econometric Theory and Methods is designed for beginning graduate courses. The book is suitable for both one- and two-term courses at the Masters or Ph.D. level. It can also be used in a final-year undergraduate course for students with sufficient backgrounds in mathematics and statistics.
 

Econometric Theory and Methods

Format
In stock at supplier

Leaves in 6-14 business days

$279.26 $334.95 Save $55.69
or 4 payments of $69.81 with Zookal accepts Afterpay
Add Homework Help FREE trial and save a further 10% 

NEW PRICE

$251.33 + free shipping

(10% off - save $27.93)

Homework Help Free trial

14-day FREE trial. $19.95/mo after. Cancel anytime.

*Discount will apply at checkout.

 See terms and conditions

You will get a further 10% off for this item ($251.33 after discount) because you have added Homework Help Premium Free Trial to your bag.

For this discount to apply, you will need to complete checkout with the Homework Help Premium Free Trial in your bag.

-
+
  • Author(s) Russell Davidson / James G. MacKinnon
  • Edition
  • Published1st November 2003
  • PublisherOxford University Press USA
  • ISBN9780195123722
  • University course codes
    • Open Universities:EDC155 - Learning Theory for Educators
    • University of Sydney (USYD):ECMT2130 - Financial Econometrics
    • University of Sydney (USYD):ECMT3110 - Econometric Models
    • University of Western Australia:ECON3350 - Money
    • University of Western Australia:ECON3371 - Econometrics
Econometric Theory and Methods 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, are introduced early and used extensively.The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized method of moments, indirect inference, and kernel estimation. Every chapter incorporates numerous exercises, some theoretical, some empirical, and many involving simulation.Econometric Theory and Methods is designed for beginning graduate courses. The book is suitable for both one- and two-term courses at the Masters or Ph.D. level. It can also be used in a final-year undergraduate course for students with sufficient backgrounds in mathematics and statistics.
 
translation missing: en.general.search.loading