Econometric Theory and Methods
International Edition
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Product details:
- Edition number and title :Econometric Theory and Methods
- Publisher OUP Oxford
- Date of Publication 30 April 2009
- ISBN 9780195391053
- Binding Paperback
- No. of pages768 pages
- Size 234x156x38 mm
- Weight 1057 g
- Language English 0
Categories
Long description:
Econometric Theory and Methods International Edition 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.
