000			01919mam a2200301 a 4500
001			1987994
003			BD-DhUL
005			20160508142524.0
008			920318s1993 nyua b 001 0 eng
010			_a 92012048
015			_aGB93-39580
020			_a0195060119 (acidfree paper)
035			_a(OCoLC)ocm25674764
040			_aDLC _cDLC _dUKM _dOrLoB-B _dBD-DhUL
050	0	0	_aHB139 _b.D368 1993
082	0	0	_a330.015195 _220 _bDAE
100	1		_aDavidson, Russell.
245	1	0	_aEstimation and inference in econometrics / _cRussell Davidson, James G. MacKinnon.
260			_aNew York : _bOxford University Press, _c1993.
300			_axx, 874 p. : _bill. ; _c25 cm.
504			_aIncludes bibliographical references (p. 812-850) and indexes.
505	2	0	_g1. _tThe Geometry of Least Squares -- _g2. _tNonlinear Regression Models and Nonlinear Least Squares -- _g3. _tInference in Nonlinear Regression Models -- _g4. _tIntroduction to Asymptotic Theory and Methods -- _g5. _tAsymptotic Methods and Nonlinear Least Squares -- _g6. _tThe Gauss-Newton Regression -- _g7. _tInstrumental Variables -- _g8. _tThe Method of Maximum Likelihood -- _g9. _tMaximum Likelihood and Generalized Least Squares -- _g10. _tSerial Correlation -- _g11. _tTests Based on the Gauss-Newton Regression -- _g12. _tInterpreting Tests in Regression Directions -- _g13. _tThe Classical Hypothesis Tests -- _g14. _tTransforming the Dependent Variable -- _g15. _tQualitative and Limited Dependent Variables -- _g16. _tHeteroskedasticity and Related Topics -- _g17. _tThe Generalized Method of Moments -- _g18. _tSimultaneous Equations Models -- _g19. _tRegression Models for Time-Series Data -- _g20. _tUnit Roots and Cointegration -- _g21. _tMonte Carlo Experiments -- _tApp. A: Matrix Algebra -- _tApp. B: Results from Probability Theory.
650		0	_aEconometrics.
653	0		_aEconometrics
700	1		_aMacKinnon, James G.
900			_aAUTH _bTOC
942			_2ddc _cBK
999			_c61824 _d61824