Call Boomerang Books 1300 36 33 32

Description - Econometric Theory and Methods by Russell Davidson

This text 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.

Buy Econometric Theory and Methods by Russell Davidson from Australia's Online Independent Bookstore, Boomerang Books.

Book Details

ISBN: 9780195123722
ISBN-10: 0195123727
Format: Hardback
(233mm x 154mm x 38mm)
Pages: 768
Imprint: Oxford University Press Inc
Publisher: Oxford University Press Inc
Publish Date: 1-Oct-2003
Country of Publication: United States

Other Editions - Econometric Theory and Methods by Russell Davidson

Book Reviews - Econometric Theory and Methods by Russell Davidson

» Have you read this book? We'd like to know what you think about it - write a review about Econometric Theory and Methods book by Russell Davidson and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a Boomerang Books Account Holder - it's free to sign up and there are great benefits!)

Write Review


Author Biography - Russell Davidson

RUSSELL DAVIDSON holds the Canada Research Chair in Econometrics at McGill University in Montreal. He also teaches at GREQAM in Marseille and previously taught for many years at Queen's University. He has a Ph.D. in Physics from the University of Glasgow and a Ph.D. in Economics from the University of British Columbia. Professor Davidson is a Fellow of the Econometric Society and the author of many scientific papers. He is the coauthor of Estimation and Inference in Econometrics (OUP, 1993). JAMES G. MACKINNON is the Sir Edward Peacock Professor of Econometrics and Head of the Department at Queen's University in Kingston, Ontario, Canada, where he has taught since obtaining his Ph.D. from Princeton University in 1975. He is a Fellow of the Econometric Society and of the Royal Society of Canada and a past President of the Canadian Economics Association (2001-2002). Professor MacKinnon has written more than seventy journal articles and book chapters, and he is the coauthor of Estimation and Inference in Econometrics (OUP, 1993).

Books By Russell Davidson

Estimation and Inference in Econometrics by Russell Davidson
Hardback, January 1993
$161.06