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Econometric Theory (Paperback) Loot Price: R2,306
Discovery Miles 23 060
Repayment Terms: R216 pm x 12*
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Econometric Theory (Paperback): J. Davidson

Econometric Theory (Paperback)

J. Davidson

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Loot Price R2,306 Discovery Miles 23 060 | Repayment Terms: R216 pm x 12*

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"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.

General

Imprint: Blackwell Publishers
Country of origin: United Kingdom
Release date: 2000
First published: April 2000
Authors: J. Davidson
Dimensions: 261 x 172 x 28mm (L x W x T)
Format: Paperback
Pages: 528
ISBN-13: 978-0-631-21584-4
Categories: Books > Business & Economics > Economics > Econometrics > General
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LSN: 0-631-21584-0
Barcode: 9780631215844

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