Econometric Theory and Methods

Langue : anglais

Edité par Oxford University Press, United Kingdom, Oxford, 2003

0195123727 / 9780195123722

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A propos de cet article

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, 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. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.…

N° de réf. du vendeur GOR003453451

Titre
Econometric Theory and Methods
Auteur
Russell Davidson (Professor of Economics, McGill UniversityGREQAM, Marseille, Canada, andFrance)
Éditeur
Oxford University Press, United Kingdom, Oxford
Année de publication
2003
État de l'article
Very Good
Reliure
Paperback
Langue
anglais
ISBN à 10 chiffres
0195123727
ISBN à 13 chiffres
9780195123722
Poids de l'article
1 311 grammes
Dimensions
161.0 x 247.0

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