Can I read Estimation and Inference in Econometrics on EtoBox?

Estimation and Inference in Econometrics by Davidson, Russell, MacKinnon, James G. is a book available to read on EtoBox.

What is Estimation and Inference in Econometrics about?

Offering students a unifying theoretical perspective, this innovative text emphasizes nonlinear techniques of estimation, including nonlinear least squares, nonlinear instrumental variables, maximum likelihood and the generalized method of moments, but nevertheless relies heavily on simple geometrical arguments to develop intuition. One theme of the book is the use of artificial regressions for estimation, inference, and specification testing of nonlinear models, including diagnostic tests for parameter constancy, series correlation, heteroskedasticity and other types of misspecification. Other topics include the linear simultaneous equations model, non-nested hypothesis tests, influential observations and leverage, transformations of the dependent variable, binary response models, models for time-series/cross-section data, multivariate models, seasonality, unit roots and cointegration, and Monte Carlo methods, always with an emphasis on problems that arise in applied work. Explaining throughout how estimates can be obtained and tests can be carried out, the text goes beyond a mere algebraic description to one that can be easily translated into the commands of a standard econometri

Author

Davidson, Russell, MacKinnon, James G.

Publisher

IRL Press at Oxford University Press

Published

1993

Language

EN

ISBN

9780195060119

Subjects

Economics, Business