Bibliograph

Econometric theory and methods, Russell Davidson, James G. MacKinnon

Type

Label

Econometric theory and methods, Russell Davidson, James G. MacKinnon

Language

eng

Bibliography note

Includes bibliographical references (pages 702-721) and indexes

Illustrations

illustrations

Index

index present

Literary Form

non fiction

Main title

Econometric theory and methods

Nature of contents

bibliography

Oclc number

641342572

Responsibility statement

Russell Davidson, James G. MacKinnon

Table Of Contents

Regression models -- The geometry of linear regression -- The statistical properties of ordinary least squares -- Hypothesis testing in linear regression models -- Confidence intervals -- Nonlinear regression -- Generalized least squares and related topics -- Instrumental variables estimation -- The generalized method of moments -- The method of maximum likehood -- Discrete and limited dependent variables -- Multivariate models -- Methods for stationary time-series data -- Unit roots and cointegration -- Testing the specificaiton of econometric models

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