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.
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比较简单明了。
评分2nd book for EC910
评分折腾一个学期，终于在今晚全部复习完了（五天后考试）。不过，总比直接读M2被Hayashi和Green虐要稍微好一些......
评分another example of how to explain metrics from a higher intellectual dimension. although old but very classic book, and MacKinnon is a well established scholar.
评分折腾一个学期，终于在今晚全部复习完了（五天后考试）。不过，总比直接读M2被Hayashi和Green虐要稍微好一些......
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