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Econometric theory and methods / Russell Davidson, James G. MacKinnon.

Econometric theory and methods / Russell Davidson, Jame...

Econometric theory and methods / Russell Davidson, James G. MacKinnon.

https://devfeature-collection.sl.nsw.gov.au/record/74Vv5QO5XExZ

Econometric theory and methods / Russell Davidson, James G. MacKinnon.

About this item

Full title

Econometric theory and methods / Russell Davidson, James G. MacKinnon.

Author / Creator

Publisher

New York : Oxford University Press, 2004.

Date

2004.

Call Numbers

N330.01/ 33

Record Identifier

74Vv5QO5XExZ

MMS ID

991017810069702626

Language

English

Formats

Physical Description

Physical content

xviii, 750 p. ; 25 cm.

Contents

1. Regression Models -- 2. The Geometry of Linear Regression -- 3. The Statistical Properties of Ordinary Least Squares -- 4. Hypothesis Testing in Linear Regression Models -- 5. Confidence Intervals -- 6. Nonlinear Regression -- 7. Generalized Least Squares and Related Topics -- 8. Instrumental Var...

Publication information

Publisher

New York : Oxford University Press, 2004.

Place of Publication

New York (State)

Date Published

2004.

Subjects

Subjects and topics

More information

Alternative Titles

Full title

Econometric theory and methods / Russell Davidson, James G. MacKinnon.

Authors, Artists and Contributors

Author / Creator

Author / Artists

Notes

General note

Includes bibliographical references (p. 702-721) and index.

Identifiers

Primary Identifiers

Call Numbers

N330.01/ 33

Record Identifier

74Vv5QO5XExZ

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/74Vv5QO5XExZ

Other Identifiers

ISBN

0195123727

9780195123722 (cloth)

0195123727 (cloth)

9780195123722

DDC

330.015195

MMS ID

991017810069702626

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