Asymptotic Theory for Econometricians

Asymptotic theory (statistics)
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Asymptotic Theory for Econometricians

This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians. In addition, because economic data are generated in a variety of different contexts time series, cross sections, time series--cross sections , we pay particular attention to the similarities and differences in the techniques appropriate to each of these contexts.

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Asymptotic theory for econometricians

Dispatch time is hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Book Description Hardback. Not Signed; This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. An econometric estimator is a solution to an optimization problem; that is, a problem that requires a body of techniques to determine a specific solution in a def.

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Seller Inventory B Halbert White. Publisher: Emerald Group Publishing Limited , This specific ISBN edition is currently not available.

View all copies of this ISBN edition:. Synopsis About this title An econometric estimator is a solution to an optimization problem.

Other Titles by Halbert White

Asymptotic Theory for Econometricians. A volume in Economic Theory, Econometrics, and Mathematical Economics. Book • Authors: Halbert White . Asymptotic Theory for Econometricians: Revised Edition (Economic Theory, Econometrics, and Mathematical Economics) (Economic Theory, Econometrics.

Synopsis : This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. Buy New Learn more about this copy. Author Arianna Huffington. Books All Fiction Fiction Drama.

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