Econometric Theory and Methods International Edition - Couverture souple

MacKinnon, James G.

Couverture souple

ISBN 10 : 0195391055 ISBN 13 : 9780195391053

Editeur : Oxford University Press, 2008

Synopsis

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.

A propos du livre

Revue de presse

"This is the best textbook of econometric theory to have emerged in a long while; and it deserves to find a place on the bookshelf of every instructor. It is bound to find favour with the students." Stephen Pollock, Queen Mary College, University of London

Détails de l'édition

• Éditeur: Oxford University Press
• Date d'édition: 2008
• Langue: anglais
• ISBN 10: 0195391055
• ISBN 13: 9780195391053
• Reliure: Broché
• Nombre de pages: 768
• Coordonnées du fabricant: non disponible