Theory and methods of economics
Please sign in so that we can notify you about a reply
The theory and methods of economy metrics by R. Davidson and J. McKinnon gives a holistic idea of the modern economyometric theory and economical methods used in practice. Much attention in the work is paid to the geometric interpretation of the method of the smallest squares, as well as the method of moments underlying many assessments and tests. The reader’s acquaintance with simulation methods, including boots, is already in the first chapters, then these methods are widely used throughout the book.
In addition, a number of topics that modern science continue to work on. In addition to the boots and Monte Carlo tests, this series can be called estimates of covarization sandwich meters, artificial regression, evaluating the functions and a generalized method of moments, indirect inference and nuclear assessment. Each chapter is completed by a large selection of tasks - both theoretical and practical, many of which require the use of simulation approaches.
The book is addressed to students studying at senior courses of universities, teachers of economics, and will also serve as a good help for Russian -speaking economists, both scientists and practitioners, which it turned out to be for many economists all over the world
In addition, a number of topics that modern science continue to work on. In addition to the boots and Monte Carlo tests, this series can be called estimates of covarization sandwich meters, artificial regression, evaluating the functions and a generalized method of moments, indirect inference and nuclear assessment. Each chapter is completed by a large selection of tasks - both theoretical and practical, many of which require the use of simulation approaches.
The book is addressed to students studying at senior courses of universities, teachers of economics, and will also serve as a good help for Russian -speaking economists, both scientists and practitioners, which it turned out to be for many economists all over the world
Author:
Author:Devidson R., Mc-Kinnon J.G.
Cover:
Cover:Hard
Category:
- Category:Arts & Photography
- Category:Business & Money
- Category:Social Science & Politics
Publication language:
Publication Language:Russian
Series:
Series: Academic Textbook
ISBN:
ISBN:978-5-7749-1205-6
No reviews found