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Estimation and Inference in Econometrics

$82.50 each

Russell Davidson and James G. MacKinnon
Publisher: Oxford University Press
Copyright: 1993
ISBN-13: 978-0-19-506011-9
Pages: 874; hardcover
Price: $82.50

Comment from the Stata technical group

Estimation and Inference in Econometrics is a book that every serious student of econometrics should keep within arm’s reach. Davidson and MacKinnon provide a rather atypical insight into the theory and practice of econometrics. By itself, their exposition of the many uses of artificial regressions makes the book a valuable addition to any econometrician’s library. Suitable for graduate courses in econometrics, advanced self-study, or as a desk reference, this book receives our highest recommendation.

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