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Estimation and Inference in Econometrics.
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1994
Year
Outstanding TextbookDynamic Economic ModelEconomicsTheoretical EconometricsGeometrical ProofsEconometric ModelEconophysicsEstimation StatisticBusinessApplied EconometricsEconomic AnalysisEconometricsSimultaneous Equation ModelingStatistical InferenceEconometric MethodStatisticsFinanceModern Theory
Davidson and MacKinnon have written an outstanding textbook for graduates in econometrics, covering both basic and advanced topics and using geometrical proofs throughout for clarity of exposition. The book offers a unified theoretical perspective, and emphasizes the practical applications of modern theory.