Econometric Theory and Methods
Econometric Theory and Methods 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, incl...
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| Main Authors: | , |
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| Format: | Book |
| Language: | English |
| Published: |
New York
Oxford University Press
2004
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| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
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Estimation and inference in econometrics