Econometric Theory and Methods
International Edition
Seiten
2009
Oxford University Press (Verlag)
978-0-19-539105-3 (ISBN)
Oxford University Press (Verlag)
978-0-19-539105-3 (ISBN)
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 estimators, artificial regressions, estimating functions and the generalized method of moments, indirect inference, and kernel estimation. Every chapter incorporates numerous exercises, some theoretical, some empirical, and many involving simulation.
The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized method of moments, indirect inference, and kernel estimation. Every chapter incorporates numerous exercises, some theoretical, some empirical, and many involving simulation.
| Erscheint lt. Verlag | 30.4.2009 |
|---|---|
| Verlagsort | Oxford |
| Sprache | englisch |
| Maße | 156 x 234 mm |
| Gewicht | 1057 g |
| Themenwelt | Wirtschaft ► Volkswirtschaftslehre ► Ökonometrie |
| ISBN-10 | 0-19-539105-5 / 0195391055 |
| ISBN-13 | 978-0-19-539105-3 / 9780195391053 |
| Zustand | Neuware |
| Haben Sie eine Frage zum Produkt? |
Mehr entdecken
aus dem Bereich
aus dem Bereich
Buch | Hardcover (2012)
Westermann Schulbuchverlag
CHF 44,90
Schulbuch Klassen 7/8 (G9)
Buch | Hardcover (2015)
Klett (Verlag)
CHF 29,90
Buch | Softcover (2004)
Cornelsen Verlag
CHF 23,90
