Econometric Theory and Methods: International Edition

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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 addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix ...

Econometric Theory and Methods: International Edition 2009, Oxford University Press, Oxford

ISBN-13: 9780195391053

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