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Estimation and Inference in Econometrics

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PublisherOxford University Press Inc
ISBN 139780195060119
ISBN 100195060113
AuthorJames G. MacKinnon
Book FormatHardcover
LanguageEnglish
Book DescriptionDavidson 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 AuthorRussell 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 Date1993-07-01
Number of Pages894 pages

Estimation and Inference in Econometrics

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