Econometric Theory and Methods by Russell Davidson, James G. MacKinnon
Econometric Theory and Methods by Russell Davidson, James G. MacKinnon PDF, ePub eBook D0wnl0ad
Econometric Theory and Methods 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.
FEATURES
·Unified Approach: New concepts are linked to old ones whenever possible, and the notation is consistent both within and across chapters wherever possible.
·Geometry of Ordinary Least Squares: Introduced in Chapter 2, this method provides students with valuable intuition and allows them to avoid a substantial amount of tedious algebra later in the text.
·Modern Concepts Introduced Early: These include the bootstrap (Chapter 4), sandwich covariance matrices (Chapter 5), and artificial regressions (Chapter 6).
·Inclusive Treatment of Mathematics: Mathematical and statistical concepts are introduced as they are needed, rather than isolated in appendices or introductory chapters not linked to the main body of the text.
·Advanced Topics: Among these are models for duration and count data, estimating equations, the method of simulated moments, methods for unbalanced panel data, a variety of unit root and cointegration tests, conditional moment tests, nonnested hypothesis tests, kernel density regression, and kernel regression.
·Chapter Exercises: Every chapter offers numerous exercises, all of which have been answered by the authors in the Instructor's Manual. Particularly challenging exercises are starred and their solutions are available at the authors' website, providing a way for instructors and interested students to cover advanced material.
From reader reviews:
Sandra Snyder:
The book Econometric Theory and Methods can give more knowledge and also the precise product information about everything you want. Why then must we leave a good thing like a book Econometric Theory and Methods? Wide variety you have a different opinion about reserve. But one aim in which book can give many data for us. It is absolutely correct. Right now, try to closer with your book. Knowledge or details that you take for that, you are able to give for each other; you are able to share all of these. Book Econometric Theory and Methods has simple shape however you know: it has great and big function for you. You can look the enormous world by start and read a reserve. So it is very wonderful.
Eddie Horton:
The particular book Econometric Theory and Methods has a lot info on it. So when you make sure to read this book you can get a lot of help. The book was published by the very famous author. Mcdougal makes some research previous to write this book. That book very easy to read you can get the point easily after reading this article book.
Tammy Dorris:
As a scholar exactly feel bored to be able to reading. If their teacher asked them to go to the library or even make summary for some guide, they are complained. Just minor students that has reading's soul or real their leisure activity. They just do what the educator want, like asked to go to the library. They go to presently there but nothing reading seriously. Any students feel that examining is not important, boring and can't see colorful images on there. Yeah, it is to get complicated. Book is very important for yourself. As we know that on this age, many ways to get whatever we wish. Likewise word says, many ways to reach Chinese's country. Therefore , this Econometric Theory and Methods can make you really feel more interested to read.
Read Econometric Theory and Methods by Russell Davidson, James G. MacKinnon for online ebook
Econometric Theory and Methods by Russell Davidson, James G. MacKinnon Free PDF d0wnl0ad, audio books, books to read, good books to read, cheap books, good books, online books, books online, book reviews epub, read books online, books to read online, online library, greatbooks to read, PDF best books to read, top books to read Econometric Theory and Methods by Russell Davidson, James G. MacKinnon books to read online.
Comments
Post a Comment