by James Davidson
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 also is suited for advanced
two-semester econometrics courses and one-semester regression courses.
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Readers: I’ll be interested to hear your comments and feedback – see my Exeter home page for email address.
Typos and errors in the text that have come to light are listed in these PDF files, including a printer's error on page 454 of the reprinted edition (first printing is OK).Corrections included in 2001 reprint
Some Sample Pages