Econometric theory and methods

Econometric Theory and Methods provides a unified treatment of modern econometric theory and practical econometric methods. The geometrical approach to least squares is emphasized, as is the method of moments, which is used to motivate a wide variety of estimators and tests. Simulation methods, incl...

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Bibliographic Details
Main Author: Davidson, Russell
Other Authors: Russell Davidson; James G. MacKinnon
Language:Undetermined
English
Published: New York Oxford University Press 2004
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Institutions: Trung tâm Học liệu Trường Đại học Trà Vinh