Econometric Theory and Methods
International Edition
(Sprache: Englisch)
An excellent starting point for graduate-level econometrics, this comprehensive, well-organized and well-written introductory text includes all of the major topic areas of the subject, clearly explained through concepts rather than relying on complex...
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An excellent starting point for graduate-level econometrics, this comprehensive, well-organized and well-written introductory text includes all of the major topic areas of the subject, clearly explained through concepts rather than relying on complex algebra, and carefully pitched at the right level for students who may not already have a strong background in the subject. The text also includes discussion of bootstrap inference in order to aid students in understanding inference based on exact and asymptotic distributions.
Klappentext zu „Econometric Theory and Methods “
Econometric Theory and Methods International Edition 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.
Bibliographische Angaben
- Autoren: Russell Davidson , James G. Mackinnon
- 2008, 768 Seiten, Masse: 15,6 x 23,3 cm, Kartoniert (TB), Englisch
- Verlag: Oxford University Press
- ISBN-10: 0195391055
- ISBN-13: 9780195391053
Sprache:
Englisch
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