Econometric Theory & Methods (Gebundene Ausgabe) von Russell Davidson, James G. Mackinnon   Synopsis: 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. Rezensionen ansehen...   Angebote zu  Econometric ,  Theory ,  Methods  ab 1 Euro! Siehe auch folgende Artikel: Mathematical Methods and Models for Economists von Angel de la Fuente Macroeconomic Theory (Economic Theory, Econometrics, & Mathematical Economics) (Economic Theory, Econometrics, & Mathematical Economics) von Thomas J. Sargent Methods of Macroeconomic Dynamics von Stephen J. Turnovsky Applied Time Series Econometrics (Themes in Modern Econometrics) von Helmut Lütkepohl Mehr zu  Econometrics,  Theory,  Business & Investing,  Popular Economics,  English Books Home ...,    Angebote ansehen ...,    Begleitseite ... Herausgeber dieser Seite ist DomainLoc.com GmbH - Partner von Amazon.de Copyright © DomainLoc.com GmbH (Impressum)