## Davidson, James

# An Introduction to Econometric Theory

**A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methods**

*An Introduction to Econometric Theory* offers a text to help in the mastery of the mathematics that underlie econometric methods and includes a detailed study of matrix algebra and distribution theory. Designed to be an accessible resource, the text explains in clear language why things are being done, and how previous material informs a current argument. The style is deliberately informal with numbered theorems and lemmas avoided. However, very few technical results are quoted without some form of explanation, demonstration or proof.

The author — a noted expert in the field — covers a wealth of topics including: simple regression, basic matrix algebra, the general linear model, distribution theory, the normal distribution, properties of least squares, unbiasedness and efficiency, eigenvalues, statistical inference in regression, t and F tests, the partitioned regression, specification analysis, random regressor theory, introduction to asymptotics and maximum likelihood. Each of the chapters is supplied with a collection of exercises, some of which are straightforward and others more challenging. This important text:

- Presents a guide for teaching econometric methods to undergraduate and graduate students ofeconomics, statistics or finance
- Offers proven classroom-tested material
- Contains sets of exercises that accompany each chapter
- Includes a companion website that hosts additional materials, solution manual and lecture slides

Written for undergraduates and graduate students of economics, statistics or finance, *An Introduction to Econometric Theory* is an essential beginner’s guide to the underpinnings of econometrics.

- Author(s)
- Davidson, James
- Publisher
- John Wiley and Sons, Inc.
- Publication year
- 2018
- Language
- en
- Edition
- 1
- Page amount
- 256 pages
- Format
- Ebook
- eISBN (ePUB)
- 9781119484929
- Printed ISBN
- 9781119484882