Econometric Theory and Methods: International Edition
AbstractEconometric Theory and Methods International Edition 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.
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Bibliographic InfoThis book is provided by Oxford University Press in its series OUP Catalogue with number 9780195391053 and published in 2009.
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- Zsuzsanna Csereklyei & Stefan Humer, 2012. "Modelling Primary Energy Consumption under Model Uncertainty," Department of Economics Working Papers wuwp147, Vienna University of Economics, Department of Economics.
- Reese, Simon & Li, Yushu, 2013. "Testing for Structural Breaks in the Presence of Data Perturbations: Impacts and Wavelet Based Improvements," Working Papers 2013:36, Lund University, Department of Economics.
- Zsuzsanna Csereklyei, 2013. "Measuring the Impacts of Nuclear Accidents on Energy Policy," Department of Economics Working Papers wuwp151, Vienna University of Economics, Department of Economics.
- Hwang, In Chang, 2013. "Anthropogenic drivers of carbon emissions: scale and counteracting effects," MPRA Paper 52224, University Library of Munich, Germany.
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