Russell Davidson and James G. MacKinnon
Econometric Theory and Methods
Solutions to Starred Exercises (PDF)
This directory contains solutions to the starred exercises in PDF format.
Its existence is due to Bruce McCullough, of Drexel University, who was one
of the readers of the book in manuscript form. He persuaded us that the
solutions to a number of the exercises should be made generally available,
either because the exercises are particularly difficult, or because our
solutions to them are especially illuminating. Instructors of advanced
courses may well wish to discuss some of these solutions in class.
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