[A picture of the book's jacket] [A picture of the book's jacket]

Russell Davidson and James G. MacKinnon

Econometric Theory and Methods




Econometric Theory and Methods is a graduate-level econometrics text that was published by Oxford University Press (New York) in October, 2003 with a 2004 copyright. The ISBN is 0-19-512372-7. Read more about the book here.

This website contains data for the exercises in the book, along with the corrections made in various printings and solutions to selected exercises (the ones that are starred in the text).

The corrections are organized by printing. If you do not know which printing you have, look on the back of the title page, near the bottom. There should be a row of numbers. The smallest number in that row is the number of the printing you have.

  • Data for exercises
  • Solutions to starred exercises (PDF)
  • Solutions to starred exercises (PostScript)
  • Corrections since publication

    Solutions to all the exercises may be found in the Instructor's Manual, which is available on a CD-ROM. For information about how to obtain the Instructor's Manual (ISBN 0-19-517214-0 CD), please contact your local Oxford University Press sales representative or visit the Oxford higher education website. If this does not work, or if you want an updated version, and you can prove that you are a faculty member, please contact James MacKinnon (jgm [AT] econ.queensu.ca).

    Oxford University Press has several web pages about this book:

    You can buy Econometric Theory and Methods at many on-line bookstores. Prices can vary quite a bit, and the book sometimes goes on sale, so visit several of them. The following stores all carry the book:

    You can compare prices at a large number of stores by visiting BooksPrice.com.

    Visit the websites of Russell Davidson (Marseille), Russell Davidson (McGill), and James MacKinnon.

    Visit the website of the authors' first book, Estimation and Inference in Econometrics.


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