Econometric Theory
by James Davidson, (2000)

Publisher: Blackwell Publishing
ISBN: 0-631-215840
Pages: 528 pages
Price: £26.99 + p&p

Contents

Table of Contents
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Table of Contents

Part I: Basic Regression Theory

1. The Linear Regression Model

2. Statistical Analysis of the Regression Model

3. Asymptotic Analysis of the Regression Model

Part II: Dynamic Regression Theory

4. Modelling Economic Time Series

5. Principles of Dynamic Modelling

6. Asymptotics for Dynamic Models

7. Estimation and Testing

8. Simultaneous Equations

Part III: Advanced Estimation Theory

9. Optimization Estimators I: Theory

10. Optimization Estimators II: Examples

11. The Method of Maximum Likelihood.

12. Testing Hypotheses.

13. System Estimation.

Part IV: Cointegration Theory:

14 Unit Roots

15. Cointegrating Regression

16. Cointegrated Systems

Part V: Technical Appendices:

A. Matrix Algebra Basics

B. Probability and Distribution Theory

C. The Gaussian Distribution and Its Relatives