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 | Econometric Theory and Methods (Updated Edition) by James G. Mackinnon, Russell Davidson, Queen's University, Davidson/Mackinnon Hardcover, 768 Pages, Published 2003 ISBN-10: 0-19-512372-7 / 0195123727 ISBN-13: 978-0-19-512372-2 / 9780195123722 Econometric Theory and Methods provides a unified treatment of modern econometric theory and practical econometric methods. The geometrical approach to least squares is emphasized, as is the method of moments, which is used to motivate a wide variety of estimators and tests. Simulation methods, incl | |