Loading Inventory...

Econometric Theory and Methods by Russell Davidson, Hardcover | Indigo Chapters

From Russell Davidson

Current price: $259.99
Econometric Theory and Methods by Russell Davidson, Hardcover | Indigo Chapters
Econometric Theory and Methods by Russell Davidson, Hardcover | Indigo Chapters

From Russell Davidson

Econometric Theory and Methods by Russell Davidson, Hardcover | Indigo Chapters

Current price: $259.99
Loading Inventory...

Size: 38 x 160 x 1200

Visit retailer's website
*Product information may vary - to confirm product availability, pricing, shipping and return information please contact Coles
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. Simulationmethods, 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 chapterincorporates 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 kernelregression.* 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 studentsto cover advanced material. | Econometric Theory and Methods by Russell Davidson, Hardcover | Indigo Chapters

More About Coles at Bayshore Shopping Centre

Coles is renowned for its outstanding customer service and great selection of books. Along with the vast array of magazines, stationary, audio-books, children's literature, fiction, non-fiction and reference books, you can find accessories to make your reading experience more pleasurable. We can recommend the very best in reading today. We will help you search our titles for exactly what you need, and if we do not have it in stock, we will order it for you.

100 Bayshore Dr, Nepean, ON K2B 8C1, Canada

Powered by Adeptmind