Econometric Theory and Methods pdf epub mobi txt 电子书下载 2024

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Russell Davidson

Oxford University Press, USA

2003-10-16

768

USD 97.00

Hardcover

9780195123722

图书标签: Econometrics 经济学计量经济学经济教材计量/数学/统计计量金融

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发表于2024-12-22

Econometric Theory and Methods epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Econometric Theory and Methods pdf epub mobi txt 电子书下载 2024

图书描述

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.

Econometric Theory and Methods 下载 mobi epub pdf txt 电子书