Transcription of Econometric Theory and Methods
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Econometric Theory and Methods
Econometric Theory and MethodsRussell DavidsonDepartment of EconomicsMcGill UniversityJames G. MacKinnonDepartment of EconomicsQueen s University at KingstonCopyrightc 2021 by Russell Davidson and James G. MacKinnonOxford University Press, New YorkISBN 0-19-512372-7 Oxford University Press, New YorkISBN 0-19-512372-7 This book was originally published by Oxford University Pressin late 2003 with a 2004 date. By agreement with OUP,the rights reverted to the authors in 2004 by Oxford University Press, 2021 by Russell Davidson and James G. MacKinnonISBN 0-19-512372-7, 2004 xxxContentsPrefaceixData, Solutions, and Correctionsxviii1 Regression Distributions, Densities, and The Specification of Regression Matrix Method-of-Moments Notes on the Exercises382 The Geometry of Linear The Geometry of Vector The Geometry of OLS The Frisch-Waugh-Lovell Applica
Author Index 722 Subject Index 726. Preface This book is the second graduate-level econometrics textbook that we have written. Our rst one, Estimation and Inference in Econometrics, appeared ... no surprise that econometrics, always a computer-intensive discipline, should have been profoundly a ected by the development of computers. Ten years
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