Econometric Theory and Methods, by Russell Davidson and James G. MacKinnon, Oxford University Press, 2004

B-Tier
Journal: Econometric Theory
Year: 2005
Volume: 21
Issue: 3
Pages: 647-652

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Teaching graduate econometrics means covering three different kinds of subject matter: a grounding in the theory of econometrics, a long laundry list of available econometric techniques, and an introduction to the fact that the practice of linking models and data is every bit as untidy as mathematical statistics is neat. I assign Econometric Theory and Methods (ETM) as a primary text in our first Ph.D. econometrics course. ETM is in charge of getting the students their theoretical grounding. I also assign Greene's excellent Econometric Analysis (2003) for its coverage of a long list of techniques. My laptop, EViews, and I, together with a whole lot of real data, are responsible for being untidy.

Technical Details

RePEc Handle
repec:cup:etheor:v:21:y:2005:i:03:p:647-652_00
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29