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Econometric Theory and Methods: International Edition Paperback – 10 February 2009
by
Davidson
(Author)
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.
- Print length768 pages
- LanguageEnglish
- PublisherOxford University Press USA
- Publication date10 February 2009
- Dimensions23.39 x 3.89 x 15.6 cm
- ISBN-109780195391053
- ISBN-13978-0195391053
Product details
- ASIN : 0195391055
- Publisher : Oxford University Press USA; Revised ed. edition (10 February 2009)
- Language : English
- Paperback : 768 pages
- ISBN-10 : 9780195391053
- ISBN-13 : 978-0195391053
- Dimensions : 23.39 x 3.89 x 15.6 cm
- Customer Reviews:
Customer reviews
4.1 out of 5 stars
4.1 out of 5
7 global ratings
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Top reviews from other countries

Fausto Corradin
5.0 out of 5 stars
Econometria
Reviewed in Italy on 10 November 2020Verified Purchase
Il libro è ben fatto, tratta gli argomenti in maniera esaustiva e comprensibile.

fp
5.0 out of 5 stars
Econometría matricial avanzada.
Reviewed in Spain on 17 November 2015Verified Purchase
Libro ordenado, y mucho mejor que Greene ya que se entiende mejor y es más accesible sin por ello perder calidad.