Econometric Theory and Methods 2024 pdf epub mobi 电子书

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发表于2024-04-29

Econometric Theory and Methods 2024 pdf epub mobi 电子书

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出版者:Oxford University Press, USA

作者:Russell Davidson

出品人:

页数:768

译者:

出版时间:2003-10-16

价格:USD 97.00

装帧:Hardcover

isbn号码:9780195123722

丛书系列:

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

Econometric Theory and Methods 2024 pdf epub mobi 电子书图书描述

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 2024 pdf epub mobi 电子书

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