Publisher | Oxford University Press Inc |
ISBN 13 | 9780195060119 |
ISBN 10 | 0195060113 |
Author | James G. MacKinnon |
Book Format | Hardcover |
Language | English |
Book Description | Davidson and MacKinnon have written an outstanding textbook for graduates in econometrics, covering both basic and advanced topics and using geometrical proofs throughout for clarity of exposition. The book offers a unified theoretical perspective, a |
About the Author | Russell Davidson was born in Johnstone, Scotland, and studied at the University of Glasgow, where he gained a PhD. in Physics in 1966. He was a Faculty Associate at the University of Texas, Austin from 1967-70. He turned to economics in the early 1970s and took a PhD. in economics at the University of British Columbia in 1977 and was a Post-doctoral Fellow there from 1972-3. He was Assistant Professor at Queen's University, Canada, from 1977-82 and Associate Professor there from 1982-5. James MacKinnon studied at York University, Toronto, and Princeton University. He was Assistant Professor at Queen's University, Canada, from 1975-8 and Associate Professor from 1982-91. He has been a Fellow of the Econometric Society since 1990. Read more |
Publication Date | 1993-07-01 |
Number of Pages | 894 pages |
Estimation and Inference in Econometrics
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