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Estimation and Inference in Econometrics,Used
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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 models, including diagnostic tests for parameter constancy, series correlation, heteroskedasticity and other types of misspecification. Other topics include the linear simultaneous equations model, nonnested hypothesis tests, influential observations and leverage, transformations of the dependent variable, binary response models, models for timeseries/crosssection data, multivariate models, seasonality, unit roots and cointegration, and Monte Carlo methods, always with an emphasis on problems that arise in applied work. Explaining throughout how estimates can be obtained and tests can be carried out, the text goes beyond a mere algebraic description to one that can be easily translated into the commands of a standard econometric software package. A comprehensive and coherent guide to the most vital topics in econometrics today, this text is indispensable for all levels of students of econometrics, economics, and statistics on regression and related topics.
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- Q: What topics are covered in 'Estimation and Inference in Econometrics'? A: This book covers a range of topics including nonlinear techniques of estimation, artificial regressions, diagnostic tests for parameter constancy, linear simultaneous equations models, binary response models, time-series and cross-section data, unit roots, cointegration, and Monte Carlo methods.
- Q: Who is the author of this econometrics textbook? A: The author of 'Estimation and Inference in Econometrics' is Russell Davidson.
- Q: What is the publication date of this book? A: The book was published on January 14, 1993.
- Q: How many pages does 'Estimation and Inference in Econometrics' have? A: The book contains 896 pages.
- Q: Is this book suitable for beginners in econometrics? A: Yes, the text is designed to be comprehensive and coherent, making it suitable for all levels of students studying econometrics, economics, and statistics.
- Q: What is the binding type of 'Estimation and Inference in Econometrics'? A: The book is available in hardcover binding.
- Q: Does this book include practical applications of econometric methods? A: Yes, the book emphasizes practical applications by explaining how estimates can be obtained and tests can be executed using standard econometric software.
- Q: Are there any specific statistical techniques emphasized in this book? A: The book emphasizes nonlinear techniques such as nonlinear least squares, maximum likelihood, and the generalized method of moments.
- Q: What is the condition of the book being sold? A: The book is in new condition.
- Q: Is there an edition number for this book? A: Yes, this is the first edition of 'Estimation and Inference in Econometrics'.