Can I read Econometric Theory and Methods on EtoBox?

Econometric Theory and Methods by Russell Davidson; Canada Research Chair in Econometrics Russell Davidson; James G. MacKinnon; Sir Edward Peacock Professor of Econometrics James G MacKinnon is a business book available to read on EtoBox.

What is Econometric Theory and Methods about?

This is a very good introductory econometrics textbook for the mathematically well-prepared. No prior knowledge of econometrics or statistics is assumed, and the discussion of the necessary probability and statistics concepts is integrated into the main text rather than being relegated to appendices. All you need to read this book is a good knowledge of linear algebra and calculus. Once you finish it you will have a firm grasp of the basic methods and models used by econometricians and be prepared for going to more advanced sources like Wooldridge's Econometric Analysis of Cross Section and Panel Data or Hamilton's Time Series AnalysisThroughout the book Davidson and MacKinnon focus on developing intuition rather than on mechanical calculation. In particular, their geometric approach to ordinary least squares estimation is a must read. By focussing on the geometry and making clever use of the Frisch-Waugh-Lovell theorem, they make the properties of OLS very intuitive. Many of the standard results usually proved by opaque matrix algebra in other books, become clear and easy to prove in this framework.The book also has the advantage of covering topics like GMM estimation, the bootstr

Who reads Econometric Theory and Methods?

Author

Russell Davidson; Canada Research Chair in Econometrics Russell Davidson; James G. MacKinnon; Sir Edward Peacock Professor of Econometrics James G MacKinnon

Publisher

Oxford University Press, USA

Published

2003

Language

EN

ISBN

9780195123722

Category

business

Subjects

Economics, Business

Rating

4.8 / 5 (24 ratings)

Updated

2026-03-14