Estimation and Inference in Econometrics

by Russell Davidson and James G. MacKinnon

Book Overview

Offering students a unifying theoretical perspective, this innovative text emphasizes nonlinear techniques of estimation, including nonlinear least squares, nonlinear instrumental variables, maximum likelihood and the generalized method of moments, but nevertheless relies heavily on simple geometrical arguments to develop intuition. One theme of the book is the use of artificial regressions for estimation, inference, and specification testing of nonlinear...

• Format: Hardcover
• Language: English
• ISBN: 0195060113
• ISBN13: 9780195060119
• Release Date: January 1993
• Publisher: Oxford University Press, USA
• Length: 896 Pages
• Weight: 2.20 lbs.
• Dimensions: 1.8" x 6.4" x 9.6"