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portada Econometric Theory and Methods International Edition
Type
Physical Book
Publisher
Author
Year
2009
Language
English
Pages
768
Format
Paperback
ISBN13
9780195391053

Econometric Theory and Methods International Edition

James G. Mackinnon (Author) · Oxford University Press · Paperback

Econometric Theory and Methods International Edition - James G. Mackinnon

New Book Imported to Netherlands
Delivery: 28 Jul - 30 Jul Shipping: 4 to 5 business days.
94,20 €
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Synopsis "Econometric Theory and Methods International Edition "

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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The binding of this edition is Paperback.

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