Econometric theory and methods / Russell Davidson, James G. MacKinnon.
Econometric theory and methods / Russell Davidson, James G. MacKinnon.
About this item
Full title
Author / Creator
Publisher
New York : Oxford University Press, 2004.
Date
2004.
Call Numbers
N330.01/ 33
Record Identifier
MMS ID
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
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