Estimation and Inference in Econometrics

INVENTORY #116304

Estimation and Inference in Econometrics

DAVIDSON, Russell; MACKINNON, James G.

$75.00 Sale

Topics: Least Squares; Nonlinear regression models; Asymptotic theory; Gauss-Newton Regression; Serial correlation; Maximum likelihood; Classical hypothesis tests; Heteroskedasticity; Monte Carlo experiments; etc. Appendices, index.

Publication Info

  • Publisher: Oxford University Press
  • Edition: n/a
  • Date Published: 1993
  • Place Published: New York
  • ISBN: 195060113

Details

  • Condition: Fine
  • Signed: No
  • Dust Jacket: Yes
  • Jacket Condition: Fine
  • Details:
    xx, 875 p. 24 cm. Grey cloth hardcover in blue and grey dustjacket.

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