Journals Higher Education
Important OUP's Response to COVID-19 Learn more

£142.99

Hardback

This item is out of stock. It can be ordered now for delivery when back in stock.

Notify Me When In Stock

Published: 20 November 2003

768 Pages

233x154mm

ISBN: 9780195123722


Bookseller Code (AG)


This text is published by OUP Higher Education Division

Econometric Theory and Methods

Russell Davidson and James Mackinnon

  • 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.
  • FULL SUPPLEMENTS PACKAGE INCLUDING: Instructor's CD-ROM Online Resource Centre: www.econ.queensu.ca/ETM/

Also of Interest