Econometric Theory and Methods
Econometric Theory and Methods By Russell Davidson, James G. MacKinnon
Oxford University Press | ISBN: 0195123727 | Year:2003 | 768 Pages | PDF | 4.7MB
Econometric Theory and Methods provides an excellent starting point for graduate-level econometrics
The comprehensive, well-organized and carefully written introductory text includes all of the major subjects of modern econometrics. The book relies on concepts rather than alegbra, and the authors have a real gift for selection of the right level of computation in nonlinear models, of generalized method of moments, and of random number generation. One unique feature of this book will be discussion of the bootstrap in a number of chapters. The bootstrap provides a way to make inferences in a wide variety of econometric models. A good introduction of bootstrap inference will aid students in understanding inference based on exact and asymptotic distributions as well.