Estimation and Inference in Econometrics

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9780195060119: Estimation and Inference in Econometrics

Offering a unifying theoretical perspective, this innovative guide to econometrics uses simple geometrical arguments to develop students' intuitive understanding of basic and advanced topics, emphasizing throughout the practical applications of modern theory and nonlinear techniques of estimation.

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Offering a unifying theoretical perspective not readily available in any other text, this innovative book uses simple geometrical arguments to develop students' intuitive understanding of basic and advanced topics in econometrics, emphasizing throughout the practical applications of modern theory and nonlinear techniques of estimation.

About the Author:

Russell Davidson was born in Johnstone, Scotland, and studied at the University of Glasgow, where he gained a PhD. in Physics in 1966. He was a Faculty Associate at the University of Texas, Austin from 1967-70. He turned to economics in the early 1970s and took a PhD. in economics at the University of British Columbia in 1977 and was a Post-doctoral Fellow there from 1972-3. He was Assistant Professor at Queen's University, Canada, from 1977-82 and Associate Professor there from 1982-5. James MacKinnon studied at York University, Toronto, and Princeton University. He was Assistant Professor at Queen's University, Canada, from 1975-8 and Associate Professor from 1982-91. He has been a Fellow of the Econometric Society since 1990.

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Davidson, Russell; MacKinnon, James G.
Editorial: Oxford University Press
ISBN 10: 0195060113 ISBN 13: 9780195060119
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Descripción Oxford University Press. Hardcover. Estado de conservación: New. 0195060113 New Condition. Nº de ref. de la librería NEW6.0071797

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Davidson, Russell, MacKinnon, James G.
Editorial: Oxford University Press (1993)
ISBN 10: 0195060113 ISBN 13: 9780195060119
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Descripción Oxford University Press, 1993. Hardcover. Estado de conservación: New. Nº de ref. de la librería P110195060113

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Descripción 1993. HRD. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería KB-9780195060119

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Davidson, Russell; MacKinnon, James G.
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Descripción Oxford University Press. Hardcover. Estado de conservación: New. 0195060113 New. Looks like an interesting title, learn more! We provide domestic tracking upon request. We provide personalized customer service and want you to have a great experience purchasing from us. 100% satisfaction guaranteed and thank you for your consideration. Nº de ref. de la librería S-0195060113

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Russell Davidson, James G. MacKinnon
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Descripción Oxford University Press Inc, United States, 1993. Hardback. Estado de conservación: New. New.. Language: English . Brand New Book. Offering a unifying theoretical perspective not readily available in any other text, this innovative guide to econometrics uses simple geometrical arguments to develop students intuitive understanding of basic and advanced topics, emphasizing throughout the practical applications of modern theory and nonlinear techniques of estimation. One theme of the text is the use of artificial regressions for estimation, reference, and specification testing of nonlinear models, including diagnostic tests for parameter constancy, serial correlation, heteroscedasticity, and other types of mis-specification. Explaining how estimates can be obtained and tests can be carried out, the authors go beyond a mere algebraic description to one that can be easily translated into the commands of a standard econometric software package. Covering an unprecedented range of problems with a consistent emphasis on those that arise in applied work, this accessible and coherent guide to the most vital topics in econometrics today is indispensable for advanced students of econometrics and students of statistics interested in regression and related topics.It will also suit practising econometricians who want to update their skills. Flexibly designed to accommodate a variety of course levels, it offers both complete coverage of the basic material and separate chapters on areas of specialized interest. Nº de ref. de la librería AAS9780195060119

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6.

Russell Davidson, James G. MacKinnon
Editorial: Oxford University Press Inc, United States (1993)
ISBN 10: 0195060113 ISBN 13: 9780195060119
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The Book Depository
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Descripción Oxford University Press Inc, United States, 1993. Hardback. Estado de conservación: New. New.. Language: English . Brand New Book. Offering a unifying theoretical perspective not readily available in any other text, this innovative guide to econometrics uses simple geometrical arguments to develop students intuitive understanding of basic and advanced topics, emphasizing throughout the practical applications of modern theory and nonlinear techniques of estimation. One theme of the text is the use of artificial regressions for estimation, reference, and specification testing of nonlinear models, including diagnostic tests for parameter constancy, serial correlation, heteroscedasticity, and other types of mis-specification. Explaining how estimates can be obtained and tests can be carried out, the authors go beyond a mere algebraic description to one that can be easily translated into the commands of a standard econometric software package. Covering an unprecedented range of problems with a consistent emphasis on those that arise in applied work, this accessible and coherent guide to the most vital topics in econometrics today is indispensable for advanced students of econometrics and students of statistics interested in regression and related topics.It will also suit practising econometricians who want to update their skills. Flexibly designed to accommodate a variety of course levels, it offers both complete coverage of the basic material and separate chapters on areas of specialized interest. Nº de ref. de la librería AAS9780195060119

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Russell Davidson, James G. Mackinnon
Editorial: Oxford University Press Inc
ISBN 10: 0195060113 ISBN 13: 9780195060119
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Descripción Oxford University Press Inc. Hardback. Estado de conservación: new. BRAND NEW, Estimation and Inference in Econometrics, Russell Davidson, James G. Mackinnon, Offering a unifying theoretical perspective not readily available in any other text, this innovative guide to econometrics uses simple geometrical arguments to develop students' intuitive understanding of basic and advanced topics, emphasizing throughout the practical applications of modern theory and nonlinear techniques of estimation. One theme of the text is the use of artificial regressions for estimation, reference, and specification testing of nonlinear models, including diagnostic tests for parameter constancy, serial correlation, heteroscedasticity, and other types of mis-specification. Explaining how estimates can be obtained and tests can be carried out, the authors go beyond a mere algebraic description to one that can be easily translated into the commands of a standard econometric software package. Covering an unprecedented range of problems with a consistent emphasis on those that arise in applied work, this accessible and coherent guide to the most vital topics in econometrics today is indispensable for advanced students of econometrics and students of statistics interested in regression and related topics. It will also suit practising econometricians who want to update their skills. Flexibly designed to accommodate a variety of course levels, it offers both complete coverage of the basic material and separate chapters on areas of specialized interest. Nº de ref. de la librería B9780195060119

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Russell Davidson, James G. MacKinnon
Editorial: Oxford University Press, USA (1993)
ISBN 10: 0195060113 ISBN 13: 9780195060119
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Ergodebooks
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Descripción Oxford University Press, USA, 1993. Hardcover. Estado de conservación: New. Nº de ref. de la librería DADAX0195060113

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Russell Davidson; James G. MacKinnon
ISBN 10: 0195060113 ISBN 13: 9780195060119
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Descripción Estado de conservación: New. Depending on your location, this item may ship from the US or UK. Nº de ref. de la librería 97801950601190000000

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Russell Davidson; James G. MacKinnon
Editorial: Oxford University Press (1993)
ISBN 10: 0195060113 ISBN 13: 9780195060119
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Irish Booksellers
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Descripción Oxford University Press, 1993. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0195060113

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