Estimation and inference in econometrics
Auteur :
Davidson, Russell / MacKinnon, James G.
Éditeur :
Oxford University Press Inc
ISBN :
9780195060119
Date de publication :
1 juil. 1993
Dimensions :
16,2 x 24,3 x 5,0 cm
Poids :
1417 g
Langue :
Anglais
Pays d'origine :
USA
Davidson and MacKinnon have written an outstanding textbook for graduates in econometrics, covering both basic and advanced topics and using geometrical proofs throughout for clarity of exposition. The book offers a unified theoretical perspective, and emphasizes the practical applications of modern theory.