Econometric Theory and Methods | International Edition

James G. Mackinnon (u. a.)

ISBN 10: 0195391055 / ISBN 13: 9780195391053

Published by Oxford University Press, 2009

About this Item

Econometric Theory and Methods | International Edition | James G. Mackinnon (u. a.) | Taschenbuch | Kartoniert / Broschiert | Englisch | 2009 | Oxford University Press | EAN 9780195391053 | Verantwortliche Person für die EU: Deutsche Bibelgesellschaft, Postfach:81 03 40, 70567 Stuttgart, vertrieb[at]dbg[dot]de | Anbieter: preigu Print on Demand.

Seller Inventory # 133681250

Bibliographic Details

• Title: Econometric Theory and Methods | International Edition
• Publisher: Oxford University Press
• Publication Date: 2009
• Language: English
• ISBN 10: 0195391055
• ISBN 13: 9780195391053
• Binding: Taschenbuch
• Edition: International Edition
• Condition: Neu
• Dimensions: 234W x 156H x 41D millimeters 234 millimeters width by 156 millimeters height by 41 millimeters depth
• Weight: 1147 grams
• Seller catalogs:
  • Bücher

About this title

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.

About the Author

RUSSELL DAVIDSON holds the Canada Research Chair in Econometrics at McGill University in Montreal. He also teaches at GREQAM in Marseille and previously taught for many years at Queen's University. He has a Ph.D. in Physics from the University of Glasgow and a Ph.D. in Economics from the University of British Columbia. Professor Davidson is a Fellow of the Econometric Society and the author of many scientific papers. He is the coauthor of Estimation and Inference in Econometrics (OUP, 1993).

JAMES G. MACKINNON is the Sir Edward Peacock Professor of Econometrics and Head of the Department at Queen's University in Kingston, Ontario, Canada, where he has taught since obtaining his Ph.D. from Princeton University in 1975. He is a Fellow of the Econometric Society and of the Royal Society of Canada and a past President of the Canadian Economics Association (2001-2002). Professor MacKinnon has written more than seventy journal articles and book chapters, and he is the coauthor of Estimation and Inference in Econometrics (OUP, 1993).