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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Bibliographic Details
Main Authors: Davidson, Russell (Author), MacKinnon, James G. (Author)
Format: Book
Language:English
Published: New York Oxford University Press 2004
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