Econometric theory and methods (Record no. 55132)

000 -LEADER
fixed length control field 01501 a2200205 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 140323b2004 xxu||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780195123722
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 330.15195
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Davidson, Russell
9 (RLIN) 10277
245 ## - TITLE STATEMENT
Title Econometric theory and methods
Statement of responsibility, etc. Davidson, Russell
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. New York
Name of publisher, distributor, etc. Oxford University Press
Date of publication, distribution, etc. 2004
300 ## - PHYSICAL DESCRIPTION
Extent xviii, 750 p.
365 ## - TRADE PRICE
Price note USD 78.00
520 ## - SUMMARY, ETC.
Summary, etc. 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, including the bootstrap, are introduced early and used extensively. The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized method of moments, indirect inference, and kernel estimation. Every chapter incorporates numerous exercises, some theoretical, some empirical, and many involving simulation.
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Econometrics
9 (RLIN) 61
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name MacKinnon, James G.
9 (RLIN) 10278
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Books
952 ## - LOCATION AND ITEM INFORMATION (KOHA)
-- USD
-- 2006-09-22
-- Books India
-- 00260202
-- 2006-08-17
-- 34712
-- 2006-09-10
-- F
-- 003837.60
-- 20.00%
-- 00000.00
-- Prof.Samar K Datta
-- 00078.00
Holdings
Withdrawn status Lost status Damaged status Not for loan Permanent Location Current Location Shelving location Date acquired Item location Total Checkouts Total Renewals Full call number Barcode Checked out Date last seen Date checked out Price effective from Koha item type
        Vikram Sarabhai Library Vikram Sarabhai Library   04/05/2009 Slot 504 (0 Floor, West Wing) 2 3 330.15195 D2E3 160680 30/08/2021 07/05/2020 07/05/2020 04/09/2009 Books

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