Econometric Theory Paperback - 2000 - 1st Edition
by James Davidson; Meyer Davidson
First line
Let us begin by defining some symbols and writing down some notation, without any preconceptions, initially, as to what the context of these relationships might be.
From the rear cover
Econometric Theory presents a modern approach to the theory of econometric estimation and inference, with particular applications to time series. An ideal reference for practitioners and researchers, the book is also suited for advanced two-semester econometrics courses and one-semester regression courses.
Based on lectures originally given to graduates at the London School of Economics, the book applies recent developments in asymptotic theory to derive the properties of estimators when the model is only partially specified. Topics covered in depth include the linear regression model, dynamic modeling, simultaneous equations, optimization estimators, hypothesis testing, and the theory of nonstationary time series and cointegration.
Details
- Title Econometric Theory
- Author James Davidson; Meyer Davidson
- Binding Paperback
- Edition number 1st
- Edition 1
- Pages 528
- Volumes 1
- Language ENG
- Publisher John Wiley & Sons
- Date 2000-04-07
- Features Bibliography, Index
- ISBN 9780631215844 / 0631215840
- Weight 2 lbs (0.91 kg)
- Dimensions 10 x 7 x 1.06 in (25.40 x 17.78 x 2.69 cm)
- Library of Congress subjects Econometrics, Regression analysis
- Library of Congress Catalog Number 99045659
- Dewey Decimal Code 330.015
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