Estimation and Inference in Econometrics.

Abstract

Davidson and MacKinnon have written an outstanding textbook for graduates in econometrics, covering both basic and advanced topics and using geometrical proofs throughout for clarity of exposition. The book offers a unified theoretical perspective, and emphasizes the practical applications of modern theory.

Keywords

EconometricsInferenceEstimationStatisticsEconomicsMathematicsComputer scienceArtificial intelligence

Related Publications

Computers and the Theory of Statistics: Thinking the Unthinkable

Bradley Efron

This is a survey article concerning recent advances in certain areas of statistical theory, written for a mathematical audience with no background in statistics. The topics are ...

1979 SIAM Review 858 citations

Empirical research on nominal exchange rates

Jeffrey A. Frankel , Andrew K. Rose

This paper considers the formulation and estimation of continuous time social science duration models. The focus is on new issues that arise in applying statistical models devel...

1995 RePEc: Research Papers in Economics 502 citations

Publication Info

Year: 1994
Type: article
Volume: 89
Issue: 427
Pages: 1143-1143
Citations: 2419
Access: Closed

External Links

View on DOI.org

Social Impact

Altmetric

Estimation and Inference in Econometrics.

PlumX Metrics

Social media, news, blog, policy document mentions

Citation Metrics

2419

OpenAlex

Cite This

APA Style

                            
                                    Andrew Levin, 
                                
                                    Russell Davidson, 
                                
                                    James G. MacKinnon
                                
                            (1994). 
                            Estimation and Inference in Econometrics.. 
                            Journal of the American Statistical Association
                            , 89
                            (427)
                            , 1143-1143.
                            https://doi.org/10.2307/2290953

Identifiers

DOI: 10.2307/2290953