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It provides good reading material \nfor anyone interested in deepening his or her understanding of \neconometrics and also a valuable reference source for econometricians. \nAlthough the book reviews the basics of multivariate regression, it is \nwritten at a level that requires either some degree of mathematical \nsophistication or prior familiarity with econometrics. As a result, it \nmay be too advanced for a first semester Ph.D. course, except where \nstudents have strong preparation.<\/jats:p>","DOI":"10.1017\/s0266466603004092","type":"journal-article","created":{"date-parts":[[2003,8,5]],"date-time":"2003-08-05T18:54:04Z","timestamp":1060109644000},"page":"665-674","source":"Crossref","is-referenced-by-count":3,"title":["<i>ECONOMETRIC THEORY<\/i>, by James Davidson, Blackwell \nPublishers, 2000"],"prefix":"10.1017","volume":"19","author":[{"given":"Alex","family":"Maynard","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2003,6,6]]},"reference":[{"key":"S0266466603004092_ref010","doi-asserted-by":"crossref","unstructured":"Kwiatkowski, D. , P.C.B. Phillips , P. Schmidt , & Y. Shin (1992)Testing the null hypothesis of stationarity against the alternativeof a unit root: How sure are we that economic time series have a unitroot? 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