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Book sinopsis Econometric 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.

Relatet Econometrics Econometric Analysis: International Edition Econometric Analysis of Cross Section and Panel Data The Econometrics of Financial Markets Mathematical Methods and Models for Economists Macroeconomic Theory: A Dynamic General Equilibrium Approach, Second Edition Time Series Analysis Applied Econometric Times Series, Fourth Edition (Wiley Series in Probability and Statistics)

Causal Inference for Statistics, Social, and Biomedical Sciences: An Introduction

Econometric Theory and Methods International Edition ...

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 ...

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