Estimation and Inference in Econometrics

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9780195060119: Estimation and Inference in Econometrics

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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Recensione:

`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

L'autore:

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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1.

Davidson, Russell, MacKinnon, James G.
Editore: Oxford University Press (1993)
ISBN 10: 0195060113 ISBN 13: 9780195060119
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Descrizione libro Oxford University Press, 1993. Hardcover. Condizione libro: New. Codice libro della libreria P110195060113

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Russell Davidson, James G. MacKinnon
Editore: Oxford University Press Inc, United States (1993)
ISBN 10: 0195060113 ISBN 13: 9780195060119
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Descrizione libro Oxford University Press Inc, United States, 1993. Hardback. Condizione libro: 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. Codice libro della libreria AAS9780195060119

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Russell Davidson, James G. MacKinnon
Editore: Oxford University Press, USA (1993)
ISBN 10: 0195060113 ISBN 13: 9780195060119
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Descrizione libro Oxford University Press, USA, 1993. Hardcover. Condizione libro: New. Codice libro della libreria DADAX0195060113

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Russell Davidson, James G. MacKinnon
Editore: Oxford University Press Inc, United States (1993)
ISBN 10: 0195060113 ISBN 13: 9780195060119
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Descrizione libro Oxford University Press Inc, United States, 1993. Hardback. Condizione libro: 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. Codice libro della libreria AAS9780195060119

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Davidson, Russell; MacKinnon, James G.
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ISBN 10: 0195060113 ISBN 13: 9780195060119
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Descrizione libro Oxford University Press, 1993. Hardcover. Condizione libro: New. book. Codice libro della libreria 0195060113

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Descrizione libro Oxford Univ Pr, 1993. Hardcover. Condizione libro: Brand New. 1st edition. 896 pages. 9.50x6.00x2.00 inches. In Stock. Codice libro della libreria zr0195060113

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Descrizione libro 1993. Hardcover. Condizione libro: 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. Codice libro della libreria 9780195060119

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Descrizione libro Oxford Univ Pr on Demand, 1993. Hardcover. Condizione libro: 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. Codice libro della libreria MM-21467419

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