Estimation and Inference in Econometrics

3,75 valoración promedio
( 4 valoraciones por GoodReads )
 
9780195060119: Estimation and Inference in Econometrics
Críticas:

`Excellent reference text on econometrics.' Ron Smith, Birkbeck College, London

`This is a very good overall post-graduate textbook in econometrics.' Dr Offer Lieberman, University of Bristol

`a welcome addition to the long bookshelf of choices available to those teaching graduate econometrics ... the book is remarkably self-contained and internally integrated ... the Davidson and Mackinnon volume represents an excellent choice from a range of fine texts. I look forward to using it in my classes as an extension of the Gujarati text' Kyklos

Reseña del editor:

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.

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1.

Davidson, Russell, MacKinnon, James G.
Editorial: Oxford University Press (1993)
ISBN 10: 0195060113 ISBN 13: 9780195060119
Nuevos Tapa dura Cantidad: 3
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Murray Media
(North Miami Beach, FL, Estados Unidos de America)
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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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2.

Russell Davidson, James G. MacKinnon
Editorial: Oxford University Press Inc, United States (1993)
ISBN 10: 0195060113 ISBN 13: 9780195060119
Nuevos Tapa dura Cantidad: 1
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The Book Depository US
(London, Reino Unido)
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Descripción Oxford University Press Inc, United States, 1993. Hardback. Estado de conservación: New. New.. 236 x 162 mm. 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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3.

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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4.

Davidson, Russell; MacKinnon, James G.
Editorial: Oxford University Press (1993)
ISBN 10: 0195060113 ISBN 13: 9780195060119
Nuevos Tapa dura Cantidad: 1
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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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5.

Russell Davidson, James G. MacKinnon
Editorial: Oxford University Press Inc, United States (1993)
ISBN 10: 0195060113 ISBN 13: 9780195060119
Nuevos Tapa dura Cantidad: 1
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The Book Depository
(London, Reino Unido)
Valoración
[?]

Descripción Oxford University Press Inc, United States, 1993. Hardback. Estado de conservación: New. New.. 236 x 162 mm. 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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Davidson, Russell; MacKinnon, James G.
Editorial: Oxford University Press
ISBN 10: 0195060113 ISBN 13: 9780195060119
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Cloud 9 Books
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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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Russell Davidson/ James G. MacKinnon
Editorial: Oxford Univ Pr (1993)
ISBN 10: 0195060113 ISBN 13: 9780195060119
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Revaluation Books
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Descripción Oxford Univ Pr, 1993. Hardcover. Estado de conservación: Brand New. 1st edition. 896 pages. 9.50x6.00x2.00 inches. In Stock. Nº de ref. de la librería zr0195060113

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Russell Davidson
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Descripción 1993. Hardcover. Estado de conservación: New. 163mm x 46mm x 243mm. Hardcover. Offering a unifying theoretical perspective not readily available in any other text, this innovative guide to econometrics uses simple geometrical arguments to develop student.Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. 896 pages. 1.397. Nº de ref. de la librería 9780195060119

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Davidson, Russell/ Mackinnon, James G.
Editorial: Oxford Univ Pr on Demand (1993)
ISBN 10: 0195060113 ISBN 13: 9780195060119
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Media Mall
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Descripción Oxford Univ Pr on Demand, 1993. Hardcover. Estado de conservación: New. 15.24 x 24.13 cm. Our orders are sent from our warehouse locally or directly from our international distributors to allow us to offer you the best possible price and delivery time. Book. Nº de ref. de la librería MM-21467419

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