Offering students a unifying theoretical perspective, this innovative text emphasizes nonlinear techniques of estimation, including nonlinear least squares, nonlinear instrumental variables, maximum likelihood and the generalized method of moments, but nevertheless relies heavily on simple geometrical arguments to develop intuition. One theme of the book is the use of artificial regressions for estimation, inference, and specification testing of nonlinear models, including diagnostic tests for parameter constancy, series correlation, heteroskedasticity and other types of misspecification. Other topics include the linear simultaneous equations model, non-nested hypothesis tests, influential observations and leverage, transformations of the dependent variable, binary response models, models for time-series/cross-section data, multivariate models, seasonality, unit roots and cointegration, and Monte Carlo methods, always with an emphasis on problems that arise in applied work. Explaining throughout how estimates can be obtained and tests can be carried out, the text goes beyond a mere algebraic description to one that can be easily translated into the commands of a standard econometric software package. A comprehensive and coherent guide to the most vital topics in econometrics today, this text is indispensable for all levels of students of econometrics, economics, and statistics on regression and related topics.

About the Author

Russell Davidson and James G. MacKinnon are both at Queen's University.

"About this title" may belong to another edition of this title.

Store Description

ThriftBooks is a fully independent seller of used books, having sold more than 160 million used and new books since we started in 2003. Each quality used book is sorted, graded, shelved and shipped by hand by our team of dedicated employees in our seven warehouses across the US. We have the best selection of books, in the right condition and format, at everyday low prices. We also have a dedicated, US-based Customer Service team, ranked in the top three by Newsweek for Best Customer Service in 2018 and 2019, so you can shop with confidence. We support and invest in our employees, appreciate and value our customers, and truly believe in the power of the written word to educate, energize, and engage readers of all ages and interests.

Visit Seller's Storefront

Seller's business information

Thrift Books Global, LLC
18300 Cascade Ave S, Ste 150, Seattle, WA, 98188, U.S.A.

Sale & Shipping Terms

Terms of Sale

We guarantee the condition of every book as it's described
on the Abebooks website. If you're dissatisfied with your
purchase (Incorrect Book/Not as Described/Damaged) or if the
order hasn't arrived, you're eligible for a refund within 30
days of the estimated delivery date. If you've changed your
mind about a book that you've ordered, please use the "Ask
bookseller a question link to contact us" and we'll respond
as soon as possible.

Shipping Terms

All domestic Standard shipments are distributed from our warehouses by OSM, then handed off to the USPS for final delivery.

2-Day Shipping is delivered by FedEx, which does not deliver to PO boxes.

International shipments are tendered to the local postal service in the destination country for final delivery – We do not use courier services for international deliveries.

Shipping rates within U.S.A.

Shipping rates within U.S.A.
Order quantity	4 to 8 business days	4 to 8 business days
First item	US$ 0.00	US$ 0.00

Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.