Econometric Theory & Methods
Davidson, Russell / MacKinnon, James G.![Econometric Theory & Methods](https://support.digitalhusky.com/media/annotations/sorted/984/9842751/CHSBZCOP039842751.jpg)
Econometric Theory and Methods International Edition 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, including the bootstrap, are introduced early and used extensively.
The book deals with a large number of modern topics. In add...