Econometric theory and methods/

Main Author: Davidson, Russell
Other Authors: MacKinnon, James G.
Format: Book
Language:English
Published: New York ; Oxford: Oxford University Press, c2009
Edition:International ed.
Subjects:
LEADER 01542nam a2200229 a 4500
001 1497353
005 20171111233554.0
008 101108s2009 xu da erci 001 u eng d
020 |a 9780195391053  |q pbk. 
040 |a CY  |b Βιβλιοθήκη Ανοικτού Πανεπιστημίου Κύπρου  |e AACR2 
050 |a HB139.D38 2009 
100 1 |a Davidson, Russell 
245 1 0 |a Econometric theory and methods/  |c Russell Davidson, James G. MacKinnon 
250 |a International ed. 
260 |a New York ;  |b Oxford University Press,  |c c2009  |a Oxford: 
300 |a xviii, 750 p. :  |b ill. ;  |c 25 cm. 
500 |a "Not for sale in the U. S. A. or Canada. Content has been changed for the Middle East, Asia, and other markets. Adaption with the author's approval"--T. p. 
504 |a Includes bibliographical references (p. 702-721) and indexes. 
505 0 |a Regression models --The geometry of linear regression --The statistical properties of ordinary least squares --Hypothesis testing in linear regression models --Confidence intervals --Nonlinear regression --Generalized least squares and related topics --Instrumental variables estimation --The generalized method of moments --The method of maximum likehood --Discrete and limited dependent variables -- Multivariate models --Methods for stationary time-series data --Unit roots and cointegration --Testing the specificaiton of econometric models. 
650 0 |a Econometrics 
700 1 |a MacKinnon, James G. 
952 |a CY-NiOUC  |b 5a0428f76c5ad14ac1e7ecfb  |c 998a  |d 945l  |e HB139.D38 2009  |t 1  |x m  |z Books