01919mam a2200301 a 4500 1987994 BD-DhUL 20160508142524.0 920318s1993 nyua b 001 0 eng 92012048 GB93-39580 0195060119 (acidfree paper) (OCoLC)ocm25674764 DLC DLC UKM OrLoB-B BD-DhUL HB139 .D368 1993 330.015195 20 DAE Davidson, Russell. Estimation and inference in econometrics / Russell Davidson, James G. MacKinnon. New York : Oxford University Press, 1993. xx, 874 p. : ill. ; 25 cm. Includes bibliographical references (p. 812-850) and indexes. 1. The Geometry of Least Squares -- 2. Nonlinear Regression Models and Nonlinear Least Squares -- 3. Inference in Nonlinear Regression Models -- 4. Introduction to Asymptotic Theory and Methods -- 5. Asymptotic Methods and Nonlinear Least Squares -- 6. The Gauss-Newton Regression -- 7. Instrumental Variables -- 8. The Method of Maximum Likelihood -- 9. Maximum Likelihood and Generalized Least Squares -- 10. Serial Correlation -- 11. Tests Based on the Gauss-Newton Regression -- 12. Interpreting Tests in Regression Directions -- 13. The Classical Hypothesis Tests -- 14. Transforming the Dependent Variable -- 15. Qualitative and Limited Dependent Variables -- 16. Heteroskedasticity and Related Topics -- 17. The Generalized Method of Moments -- 18. Simultaneous Equations Models -- 19. Regression Models for Time-Series Data -- 20. Unit Roots and Cointegration -- 21. Monte Carlo Experiments -- App. A: Matrix Algebra -- App. B: Results from Probability Theory. Econometrics. Econometrics MacKinnon, James G. AUTH TOC ddc BK 61824 61824 0 0 ddc 0 330_015195000000000_DAE 0 NFIC 103954 DUL DUL GEN 2010-05-24 Purchased 330.015195 DAE 443349 2016-05-08 2016-05-08 BK