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£62.76
Oxford University Press Econometric Theory and Methods Book
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Price distribution over 54 days • 5 price ranges
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Description
Key Features
Unified approach to modern econometric theory and practical methods for comprehensive learning.
Geometrical approach to least squares and method of moments to motivate various estimators and tests.
Early introduction to simulation methods, including the bootstrap, used extensively throughout the text.
Detailed coverage of modern topics such as sandwich covariance matrix estimators and artificial regressions.
Advanced technical content including estimating functions, the generalized method of moments, and indirect inference.
Includes Monte Carlo tests and bootstrap methods to support robust statistical analysis.
Product Specifications
- Brand
- Oxford University Press
- Format
- hardcover
- ASIN
- 0195123727
- Domain
- Amazon UK
- Release Date
- 20 November 2003
- Listed Since
- 06 February 2007
Barcode
No barcode data available
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