Estimation and Inference in Econometrics

ISBN-13: 9780195060119 / Angielski / Twarda / 1993 / 896 str.

Russell Davidson; James G. MacKinnon

Opis

Offering a unifying theoretical perspective, this innovative guide to econometrics uses simple geometrical arguments to develop students' intuitive understanding of basic and advanced topics, emphasizing throughout the practical applications of modern theory and nonlinear techniques of estimation.

Recenzje

`a welcome addition to the long bookshelf of choices available to those teaching graduate econometrics ... the book is remarkably self-contained and internally integrated ... the Davidson and Mackinnon volume represents an excellent choice from a range of fine texts. I look forward to using it in my classes as an extension of the Gujarati text' Kyklos

O autorze

Russell Davidson was born in Johnstone, Scotland, and studied at the University of Glasgow, where he gained a PhD. in Physics in 1966. He was a Faculty Associate at the University of Texas, Austin from 1967-70. He turned to economics in the early 1970s and took a PhD. in economics at the University of British Columbia in 1977 and was a Post-doctoral Fellow there from 1972-3. He was Assistant Professor at Queen's University, Canada, from 1977-82 and Associate Professor there from 1982-5. James MacKinnon studied at York University, Toronto, and Princeton University. He was Assistant Professor at Queen's University, Canada, from 1975-8 and Associate Professor from 1982-91. He has been a Fellow of the Econometric Society since 1990.