Econometric Theory and Methods: International Edition

Name: Econometric Theory and Methods: International Edition
Brand: Oxford University Press, USA
SKU: 9780195391053
Price: 7974.0 INR
Availability: InStock

by James G. MacKinnon , Russell Davidson

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ISBN13: 9780195391053
Binding: Paperback
Subject: N/A
Publisher: Oxford University Press, USA
Publisher Imprint: Oxford University Press, USA
Publication Date: January 27, 2009
Pages: 768
Original Price: GBP 54.99
Language: English
Edition: Revised
Item Weight: 1057 grams
BISAC Subject(s): Econometrics

About The Book

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.

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