Journal of the American Statistical Association · 1994 · 2.4K citations · 0 references
Natural SciencesEconomicsEconometricsFinancial EconometricsStatisticsBootstrap MethodsEstimation TheoryInferential StatisticsMonte Carlo MethodsResampling MethodsStatistical InferenceAsymptotic Distribution TheoryAsymptotic TheoryBootstrap Confidence IntervalsBootstrap EstimationBootstrap Hypothesis TestsBootstrap Monte CarloBootstrap SamplingMonte Carlo Resampling
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.