{"product_id":"econometric-theory-paperback-softback-9780631215844","title":"Econometric Theory (Paperback \/ softback) 9780631215844","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eEconometric Theory\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cfont size=\"4\"\u003eJames Davidson (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780631215844, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePaperback \/ softback, published 14 January 2000\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e528 pages\u003cbr\u003e24.6 x 17.5 x 2.7 cm, 0.907 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e\"Davidson's book is a well-written introduction to the state of the art in econometric theory. It will be useful both as a text for advanced econometrics courses and as a reference source for econometricians. It provides a thorough treatment of the asymptotic analysis of the linear regression model, time series models, nonlinear optimization estimators, unit roots, and cointegration.\" \u003ci\u003eBruce E. Hansen, University of Wisconsin-Madison\u003c\/i\u003e  \u003cp\u003e\"The systematic use of the conditional expectation approach to modelling throughout the text will provide readers with many useful insights. It is a very good and thought-provoking book. Much can be learnt from it, even by 'experts.' \u003ci\u003eLeonard Gill, University of Manchester\u003c\/i\u003e\u003cbr\u003e \u003cbr\u003e \u003c\/p\u003e \u003cp\u003e\"The book is stong on linear dynamic modelling of time series and has an excellent coverage of recent developments in econometrics for non-stationery time series. Cointegration theory is given a comprehensive and clear treatment, including an exposition of the underlying probability background - stockastic processes on function spaces, Brownian motion and so on - which I found to enhance understanding considerably. This will be a useful book, particularly to those teaching advanced courses in time-series econometrics. Overall, it is a fine and well-written piece of work.\u003cbr\u003e \u003ci\u003eTimes Higher Education Supplement\u003c\/i\u003e\u003c\/p\u003e\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eThis book surveys recent developments in the rapidly expanding field of asymptotic distribution theory, placing special emphasis on the problems of time-dependence and heterogeneity. It is technically self-contained, with all but the most basic mathematical prerequisites being explained in their context.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e\u003cp\u003eFigures xv\u003c\/p\u003e \u003cp\u003eSymbols and Abbreviations xvi\u003c\/p\u003e \u003cp\u003ePreface xx\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart I: Basic Regression Theory\u003c\/b\u003e\u003cb\u003e 1\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e1. The Linear Regression Model 3\u003c\/p\u003e \u003cp\u003e2. Statistical Analysis of the Regression Model 17\u003c\/p\u003e \u003cp\u003e3. Asymptotic Analysis of the Regression Model 37\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart II: Dynamic Regression Theory 57\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e4. Modelling Economic Time Series 59\u003c\/p\u003e \u003cp\u003e5. Principles of Dynamic Modelling 84\u003c\/p\u003e \u003cp\u003e6. Asymptotics for Dynamic Models 119\u003c\/p\u003e \u003cp\u003e7. Estimation and Testing 140\u003c\/p\u003e \u003cp\u003e8. Simultaneous Equations 172\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart III: Advanced Estimation Theory\u003c\/b\u003e\u003cb\u003e 197\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e9. Optimization Estimators I: Theor 199\u003c\/p\u003e \u003cp\u003e10. Optimization Estimators II: Examples 234\u003c\/p\u003e \u003cp\u003e11. The Method of Maximum Likelihood 262\u003c\/p\u003e \u003cp\u003e12. Testing Hypotheses 283\u003c\/p\u003e \u003cp\u003e13. System Estimation 308\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart IV: Cointegration Theory\u003c\/b\u003e\u003cb\u003e 335\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003e14. Unit Roots 337\u003c\/p\u003e \u003cp\u003e15. Cointegrating Regression 360\u003c\/p\u003e \u003cp\u003e16. Cointegrated Systems 388\u003c\/p\u003e \u003cp\u003e\u003cb\u003ePart V: Technical Appendices\u003c\/b\u003e\u003cb\u003e 427\u003c\/b\u003e\u003c\/p\u003e \u003cp\u003eA. Matrix Algebra Basics 429\u003c\/p\u003e \u003cp\u003eB. Probability and Distribution Theory 441\u003c\/p\u003e \u003cp\u003eC. The Gaussian Distribution and Its Relatives 461\u003c\/p\u003e \u003cp\u003eReferences 469\u003c\/p\u003e \u003cp\u003eAuthor Index 485\u003c\/p\u003e \u003cp\u003eSubject Index 489\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Economics [\u003ca title=\"See our other books on Economics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Economics%20%5BKC%5D%22\"\u003eKC\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley-Blackwell","offers":[{"title":"Brand New","offer_id":52653364281624,"sku":"9780631215844","price":49.39,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9780631215844.jpg?v=1789090871","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/econometric-theory-paperback-softback-9780631215844","provider":"Freshly Printed Books","version":"1.0","type":"link"}