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Oxford University Press Econometric Theory and Methods - Oxford University Press

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£170.92 £118.99 £130.32 £141.65 £152.98 £164.31 £175.64 28 July 2026 16 August 2026 04 September 2026 23 September 2026 13 October 2026
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1 day · current 12 days 31 days 3 days 31 days 0 8 16 23 31 £124-133 £133-143 £143-152 £152-161 £161-171 Days at Price

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Most common range: £143-152 (31 days, 39.7%)

Price range: £124 - £171

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Description

Econometric Theory and Methods by Oxford University Press offers a comprehensive and unified treatment of modern econometric theory alongside practical methods for real-world application. The book emphasises a geometrical approach to least squares and the method of moments, providing a foundation for understanding a wide variety of estimators and tests. Simulation methods, including the bootstrap technique, are introduced early and integrated throughout the text to reinforce key concepts. This econometrics resource covers numerous contemporary topics such as bootstrap and Monte Carlo testing procedures, sandwich covariance matrix estimators, artificial regressions, estimating functions, the generalised method of moments, and indirect inference. Ideal for students and professionals seeking rigorous grounding in modern econometric approaches and their practical implementation.

Key Features

Econometric Theory and Methods presents a unified framework combining modern econometric theory with practical methods for applied research and analysis.

The book emphasises geometrical approaches to least squares and the method of moments, making complex econometric concepts more intuitive and accessible.

Bootstrap and simulation methods are introduced early in the Oxford University Press text and used extensively throughout to build practical skills.

Coverage includes sandwich covariance matrix estimators, artificial regressions, estimating functions, and the generalised method of moments for advanced econometric work.

Bootstrap and Monte Carlo testing procedures are thoroughly explained, providing essential tools for modern statistical inference in econometrics.

Indirect inference methods and other contemporary topics prepare readers to tackle advanced econometric challenges in research and professional practice.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
20 November 2003
Listed Since
06 February 2007

Barcode

No barcode data available

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