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Estimation and Inference in Econometrics by Russell Davidson and James G. MacKinnon is a comprehensive textbook that delves into the theoretical foundations and practical applications of econometric methods. The authors provide an in-depth exploration of estimation techniques and inference procedures, with a strong emphasis on regression models. The book covers a wide range of topics, including hypothesis testing, model specification, and diagnostic testing, making it an essential resource for advanced students and practitioners in econometrics.

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245: $a: Estimation and Inference in Econometrics
245: $b:
082: $a:
100: $a: Russell Davidson & James G. MacKinnon
650: $a: Econometrics
250: $a: First Edition
440: $v: N/A
250: $b: Oxford University Press
250: $c: 1993
020: $a: 978-0-19-506011-9
300: $a: 896