Skip to content

Econometric Theory
Stock Photo: Cover May Be Different

Econometric Theory Paperback - 2000 - 1st Edition

by James Davidson


First line

Let us begin by defining some symbols and writing down some notation, without any preconceptions, initially, as to what the context of these relationships might be.

From the rear cover

Econometric Theory presents a modern approach to the theory of econometric estimation and inference, with particular applications to time series. An ideal reference for practitioners and researchers, the book is also suited for advanced two-semester econometrics courses and one-semester regression courses.

Based on lectures originally given to graduates at the London School of Economics, the book applies recent developments in asymptotic theory to derive the properties of estimators when the model is only partially specified. Topics covered in depth include the linear regression model, dynamic modeling, simultaneous equations, optimization estimators, hypothesis testing, and the theory of nonstationary time series and cointegration.

Details

  • Title Econometric Theory
  • Author James Davidson
  • Binding Paperback
  • Edition number 1st
  • Edition 1
  • Pages 528
  • Volumes 1
  • Language ENG
  • Publisher Wiley-Blackwell
  • Date 2000-04-07
  • Features Bibliography, Index
  • ISBN 9780631215844 / 0631215840
  • Weight 2 lbs (0.91 kg)
  • Dimensions 10 x 7 x 1.06 in (25.40 x 17.78 x 2.69 cm)
  • Library of Congress subjects Econometrics, Regression analysis
  • Library of Congress Catalog Number 99045659
  • Dewey Decimal Code 330.015

About the author

James Davidson is Professor of Econometrics at Cardiff University. Contributor and referee for a number of leading research journals, Davidson is the author of Stochastic Limit Theory (1994). With an MSc in Econometrics and Mathematical Economics from the London School of Economics, he has taught at the University of Warwick, the London School of Economics, the University of California-San Diego, and the University of Wales, Aberystwyth.
Back to Top

More Copies for Sale

Econometric Theory

Econometric Theory

by James Davidson

  • Used
  • Acceptable
  • Paperback
Condition
Used - Acceptable
Binding
Paperback
ISBN 10 / ISBN 13
9780631215844 / 0631215840
Quantity Available
1
Seller
Seattle, Washington, United States
Seller rating:
This seller has earned a 4 of 5 Stars rating from Biblio customers.
Item Price
$46.04
FREE shipping to USA

Show Details

Description:
Wiley & Sons, Incorporated, John, 2000. Paperback. Acceptable. Disclaimer:A readable copy. All pages are intact, and the cover is intact. Pages can include considerable notes-in pen or highlighter-but the notes cannot obscure the text. At ThriftBooks, our motto is: Read More, Spend Less.Dust jacket quality is not guaranteed.
Item Price
$46.04
FREE shipping to USA
Econometric Theory

Econometric Theory

by Davidson, James; Davidson, Meyer

  • Used
  • good
  • Paperback
Condition
Used - Good
Binding
Paperback
ISBN 10 / ISBN 13
9780631215844 / 0631215840
Quantity Available
1
Seller
Seattle, Washington, United States
Seller rating:
This seller has earned a 4 of 5 Stars rating from Biblio customers.
Item Price
$46.04
FREE shipping to USA

Show Details

Description:
John Wiley & Sons, 2000. Paperback. Good. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.Dust jacket quality is not guaranteed.
Item Price
$46.04
FREE shipping to USA
Econometric Theory
Stock Photo: Cover May Be Different

Econometric Theory

by Davidson, James

  • Used
  • very good
  • Paperback
  • first
Condition
Used - Very Good
Edition
1st Edition
Binding
Paperback
ISBN 10 / ISBN 13
9780631215844 / 0631215840
Quantity Available
1
Seller
Toronto, Ontario, Canada
Seller rating:
This seller has earned a 4 of 5 Stars rating from Biblio customers.
Item Price
$54.26
$8.99 shipping to USA

Show Details

Description:
Wiley-Blackwell, 2000. 1st Edition. Soft cover. Very Good. 6x1x9. 499 Pages With The Index. The Book Has No Remarks Or Highlights Inside. Paperback.- We can ship from Canada and the USA, based on your address. Specializing in academic, collectible and historically significant, providing the utmost quality and customer service satisfaction. For any questions feel free to email us.
Item Price
$54.26
$8.99 shipping to USA
Econometric Theory

Econometric Theory

by James Davidson

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9780631215844 / 0631215840
Quantity Available
1
Seller
Southport, Merseyside, United Kingdom
Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Item Price
$69.49
$12.65 shipping to USA

Show Details

Description:
Paperback / softback. New. * Covers time series modelling in detail* Discusses recent advances in estimation and testing theory, cointegration and unit roots* Presents unique treatment of modern asymptotic theory for time series* Incorporates material from lectures given at London School of Economics. .
Item Price
$69.49
$12.65 shipping to USA
Econometric Theory

Econometric Theory

by James Davidson

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9780631215844 / 0631215840
Quantity Available
10
Seller
Southport, Merseyside, United Kingdom
Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Item Price
$79.25
$12.65 shipping to USA

Show Details

Description:
Paperback / softback. New. * Covers time series modelling in detail* Discusses recent advances in estimation and testing theory, cointegration and unit roots* Presents unique treatment of modern asymptotic theory for time series* Incorporates material from lectures given at London School of Economics. .
Item Price
$79.25
$12.65 shipping to USA
Econometric Theory
Stock Photo: Cover May Be Different

Econometric Theory

by James Davidson

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9780631215844 / 0631215840
Quantity Available
1
Seller
Exeter, Devon, United Kingdom
Seller rating:
This seller has earned a 4 of 5 Stars rating from Biblio customers.
Item Price
$88.57
$12.72 shipping to USA

Show Details

Description:
Blackwell Pub, 2000. Paperback. New. 528 pages. 6.50x9.25x1.00 inches.
Item Price
$88.57
$12.72 shipping to USA
Econometric Theory
Stock Photo: Cover May Be Different

Econometric Theory

by James Davidson

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9780631215844 / 0631215840
Quantity Available
2
Seller
Exeter, Devon, United Kingdom
Seller rating:
This seller has earned a 4 of 5 Stars rating from Biblio customers.
Item Price
$123.14
$12.72 shipping to USA

Show Details

Description:
Blackwell Pub, 2000. Paperback. New. 528 pages. 6.50x9.25x1.00 inches.
Item Price
$123.14
$12.72 shipping to USA
Econometric Theory
Stock Photo: Cover May Be Different

Econometric Theory

by Davidson, James

  • Used
  • good
  • Paperback
Condition
Used - Good
Binding
Paperback
ISBN 10 / ISBN 13
9780631215844 / 0631215840
Quantity Available
1
Seller
Newport Coast, California, United States
Seller rating:
This seller has earned a 2 of 5 Stars rating from Biblio customers.
Item Price
$114.19
FREE shipping to USA

Show Details

Description:
paperback. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.
Item Price
$114.19
FREE shipping to USA
Econometric Theory
Stock Photo: Cover May Be Different

Econometric Theory

by Davidson, James

  • New
  • Paperback
Condition
New
Binding
Paperback
ISBN 10 / ISBN 13
9780631215844 / 0631215840
Quantity Available
1
Seller
San Diego, California, United States
Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Item Price
$128.52
$5.45 shipping to USA

Show Details

Description:
Wiley-Blackwell, 2000-04-07. Paperback. New. New. In shrink wrap. Looks like an interesting title!
Item Price
$128.52
$5.45 shipping to USA
Econometric Theory
Stock Photo: Cover May Be Different

Econometric Theory

by James Davidson

  • New
Condition
New
ISBN 10 / ISBN 13
9780631215844 / 0631215840
Quantity Available
3
Seller
Woodside, New York, United States
Seller rating:
This seller has earned a 5 of 5 Stars rating from Biblio customers.
Item Price
$132.42
$3.99 shipping to USA

Show Details

Description:
Blackwell Publishing , pp. 528 . Papeback. New.
Item Price
$132.42
$3.99 shipping to USA