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2005-01-12

Davidson, Russell:

Introduction I came to McGill in August 2002, having been for many years at Queen's University in Kingston Ontario. Since 1987, I have regularly divided my time between my Canadian job (fall term) and GREQAM, a research lab in Marseille, France, associated with the Université de la Méditerranée, and more particularly the Faculté des Sciences Économiques et de Gestion, at which I do my undergraduate teaching while in France. From now on, I will spend more time in Canada, but will continue my French connection. My main research interests lie in the field of econometrics. I have worked for several years now on problems related to the bootstrap, in an attempt to improve the reliability and ease of implementation of this important statistical tool. I have also worked on problems of poverty and income distribution, especially as regards statistical inference about stochastic dominance. This econometrics textbook, which I wrote with James MacKinnon, was published by Oxford University Press in 1993. Corrections and a Supplement are available as Updates to the book. James MacKinnon and I are currently at work on this book, to be published by Oxford University Press.

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  • Davidson & MacKinnon 1999 Foundations of Econometrics.pdf

[此贴子已经被作者于2005-1-16 0:10:18编辑过]

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2005-1-15 21:51:00
very good
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2005-1-21 10:06:00
好东西,经典著作
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2005-1-21 22:12:00
更正一下,这本书正式出版的书名叫,Econometric Theory and Methods.
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2009-9-25 08:56:16
1# hanszhu 谢谢!
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2010-1-16 10:10:36
先支持下下,
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