Econometric Theory and Methods 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 ...
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Econometric Theory and Methods 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. Econometric Theory and Methods is designed for beginning graduate courses. The book is suitable for both one- and two-term courses at the Masters or Ph.D. level. It can also be used in a final-year undergraduate course for students with sufficient backgrounds in mathematics and statistics. FEATURES BL Unified Approach: New concepts are linked to old ones whenever possible, and the notation is consistent both within and across chapters wherever possible. BL Geometry of Ordinary Least Squares: Introduced in Chapter 2, this method provides students with valuable intuition and allows them to avoid a substantial amount of tedious algebra later in the text. BL Modern Concepts Introduced Early: These include the bootstrap (Chapter 4), sandwich covariance matrices (Chapter 5), and artificial regressions (Chapter 6). BL Inclusive Treatment of Mathematics: Mathematical and statistical concepts are introduced as they are needed, rather than isolated in appendices or introductory chapters not linked to the main body of the text. BL Advanced Topics: Among these are models for duration and count data, estimating equations, the method of simulated moments, methods for unbalanced panel data, a variety of unit root and cointegration tests, conditional moment tests, nonnested hypothesis tests, kernel density regression, and kernel regression. BL Chapter Exercises: Every chapter offers numerous exercises, all of which have been answered by the authors in the Instructor's Manual. Particularly challenging exercises are starred and their solutions are available at the authors' website, providing a way for instructors and interested students to cover advanced material.
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Add this copy of Econometric Theory and Methods to cart. $158.84, good condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2003 by Oxford University Press.
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Good. Sewn binding. Cloth over boards. 768 p. Contains: Unspecified. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers.
Add this copy of Econometric Theory and Methods to cart. $213.43, new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2003 by Oxford University Press.
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New. Sewn binding. Cloth over boards. 768 p. Contains: Unspecified. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Econometric Theory and Methods to cart. $213.43, like new condition, Sold by GreatBookPricesUK5 rated 5.0 out of 5 stars, ships from Castle Donington, DERBYSHIRE, UNITED KINGDOM, published 2003 by Oxford University Press.
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Fine. Sewn binding. Cloth over boards. 768 p. Contains: Unspecified. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Add this copy of Econometric Theory and Methods to cart. $234.63, new condition, Sold by Books2anywhere rated 5.0 out of 5 stars, ships from Fairford, GLOUCESTERSHIRE, UNITED KINGDOM, published 2003 by Oxford University Press.
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Econometric Theory and Methods to cart. $78.86, fair condition, Sold by Anybook rated 4.0 out of 5 stars, ships from Lincoln, UNITED KINGDOM, published 2004 by Oxford University Press.
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This is an ex-library book and may have the usual library/used-book markings inside. This book has hardback covers. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item, 1300grams, ISBN: 9780195123722.
Add this copy of Econometric Theory and Methods to cart. $218.88, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2003 by Oxford University Press.
Add this copy of Econometric Theory and Methods to cart. $249.30, new condition, Sold by Paperbackshop International rated 1.0 out of 5 stars, ships from Fairford, GLOS, UNITED KINGDOM, published 2003 by Oxford University Press.
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PLEASE NOTE, WE DO NOT SHIP TO DENMARK. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Please note we cannot offer an expedited shipping service from the UK.
Add this copy of Econometric Theory and Methods to cart. $22.40, fair condition, Sold by Goodwill Books rated 5.0 out of 5 stars, ships from Hillsboro, OR, UNITED STATES, published 2003 by Oxford University Press.
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Good. Good or better condition. Pages have scattered marks and notes, but completely legible, binding is good. Covers mostly clean, minor scuffing or stickers. Solid reading copies.
Add this copy of Econometric Theory and Methods to cart. $43.99, good condition, Sold by SurplusTextSeller rated 5.0 out of 5 stars, ships from Columbia, MO, UNITED STATES, published 2003 by Oxford University Press.
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Good. Ships in a BOX from Central Missouri! May not include working access code. Will not include dust jacket. Has used sticker(s) and some writing or highlighting. UPS shipping for most packages, (Priority Mail for AK/HI/APO/PO Boxes).
