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ECONOMETRIC THEORY, by James Davidson, Blackwell Publishers, 2000

Published online by Cambridge University Press:  06 June 2003

Alex Maynard
Alex Maynard
Affiliation:
University of Toronto
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Extract

Professor Davidson's Econometric Theory offers a clear, well written, graduate level econometrics textbook, which would be highly appropriate as the principal text for the second and/or third semester of a general Ph.D. econometrics sequence or for a specialized course on time series. It provides good reading material for anyone interested in deepening his or her understanding of econometrics and also a valuable reference source for econometricians. Although the book reviews the basics of multivariate regression, it is written at a level that requires either some degree of mathematical sophistication or prior familiarity with econometrics. As a result, it may be too advanced for a first semester Ph.D. course, except where students have strong preparation.

Type
BOOK REVIEWS
Information
Econometric Theory , Volume 19 , Issue 4 , August 2003 , pp. 665 - 674
Copyright
© 2003 Cambridge University Press

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