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Econometric Theory

By James Davidson

Econometric Theory

Only 1 item left in stock
Description
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.
Product details
Binding:
Paperback
Edition:
1
Number of Pages:
528
Release Date:
2000-01-14
Publication Date:
2000-01-14
Publisher:
John Wiley & Sons
Languages:
Original: English
ISBN10:
0631215840
ISBN13:
9780631215844
GPSR Manufacturer Reference:
[email protected]
Weight:
982 g
Height:
178 cm
Width:
254 cm
Thickness:
28 cm

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Very good
Almost no signs of wear. Book pages have no markings, accessories are intact and all other media are in good condition.
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