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Oxford University Press Econometric Theory and Methods Book

Name: Oxford University Press Econometric Theory and Methods Book
Brand: Oxford University Press
Price: 149.86 GBP
Availability: InStock

Econometrics

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Description

Master advanced economic analysis with Econometric Theory and Methods from Oxford University Press. This text offers a unified approach to modern econometric theory and practical application, making it a vital resource for students and professionals in economics and finance. By focusing on a geometrical approach to least squares and the method of moments, the book provides a clear foundation for understanding various estimators and tests. Readers will gain practical experience through the early introduction of simulation methods, including the bootstrap, which are used throughout the text to strengthen analytical skills. This comprehensive volume covers a wide range of modern topics essential for contemporary research. From sandwich covariance matrix estimators and artificial regressions to estimating functions, the generalized method of moments, and indirect inference, this book prepares you for complex data challenges. Whether you are studying Monte Carlo tests or exploring bootstrap methods, this text provides the technical depth needed for success in the field of econometrics.

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
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 20 November 2003
Listed Since: 06 February 2007

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Oxford University Press Econometric Theory and Methods Book

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