Verwandte Artikel zu Econometric Theory and Methods International Edition

Econometric Theory and Methods International Edition - Softcover

MacKinnon, James G.

 
9780195391053: Econometric Theory and Methods International Edition
Softcover
ISBN 10: 0195391055 ISBN 13: 9780195391053
Verlag: Oxford University Press, 2008

Inhaltsangabe

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.

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Verlag
Oxford University Press
Erscheinungsdatum
2008
Sprache
Englisch
ISBN 10 
0195391055
ISBN 13 
9780195391053
Einband
Taschenbuch
Anzahl der Seiten
768
Kontakt zum Hersteller
preigu GmbH & Co. KG
mail@preigu.de

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Osnabrück
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