| Record ID | marc_columbia/Columbia-extract-20221130-009.mrc:224524357:1731 |
| Source | marc_columbia |
| Download Link | /show-records/marc_columbia/Columbia-extract-20221130-009.mrc:224524357:1731?format=raw |
LEADER: 01731cam a22003014a 4500
001 4216942
005 20221027055918.0
008 030620s2004 nyua b 001 0 eng
010 $a 2003056468
020 $a0195123727 (cloth)
035 $a(OCoLC)ocm52495138
035 $a(NNC)4216942
035 $a4216942
040 $aDLC$cDLC$dC#P$dOrLoB-B
042 $apcc
050 00 $aHB139$b.D3678 2004
082 00 $a330/.01/5195$221
100 1 $aDavidson, Russell.$0http://id.loc.gov/authorities/names/n78088507
245 10 $aEconometric theory and methods /$cRussell Davidson, James G. MacKinnon.
260 $aNew York :$bOxford University Press,$c2004.
300 $axviii, 750 pages :$billustrations ;$c25 cm
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
504 $aIncludes bibliographical references (p. 702-721) and indexes.
505 00 $g1.$tRegression Models -- $g2.$tThe Geometry of Linear Regression -- $g3.$tThe Statistical Properties of Ordinary Least Squares -- $g4.$tHypothesis Testing in Linear Regression Models -- $g5.$tConfidence Intervals -- $g6.$tNonlinear Regression -- $g7.$tGeneralized Least Squares and Related Topics -- $g8.$tInstrumental Variables Estimation -- $g9.$tThe Generalized Method of Moments -- $g10.$tThe Method of Maximum Likelihood -- $g11.$tDiscrete and Limited Dependent Variables -- $g12.$tMultivariate Models -- $g13.$tMethods for Stationary Time-Series Data -- $g14.$tUnit Roots and Cointegration -- $g15.$tTesting the Specification of Econometric Models.
650 0 $aEconometrics.$0http://id.loc.gov/authorities/subjects/sh85040763
700 1 $aMacKinnon, James G.$0http://id.loc.gov/authorities/names/n50041852
852 00 $boff,bus$hHB139$i.D3678 2004