Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics) - Tapa dura

White, Halbert

 
9780127466521: Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)
Tapa dura
ISBN 10: 0127466525 ISBN 13: 9780127466521
Editorial: Academic Press Inc, 2000

Sinopsis

An econometric estimator is a solution to an optimization problem. This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

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 defined set of possible alternatives that best satisfies a selected object function or set of constraints. Thus, this highly mathematical book investigates situations concerning large numbers, in which the assumptions of the classical linear model fail. Economists, of course, face these situations often.

Key Features
* Completely revised Chapter Seven on functional central limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes
* Updated material on:
* Central limit theory
* Asymptotically efficient instrumental variables estimation
* Estimation of asymptotic covariance matrices
* Efficient estimation with estimated error covariance matrices
* Efficient IV estimation

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Academic Press Inc
Año de publicación
2000
Idioma
Inglés
ISBN 10 
0127466525
ISBN 13 
9780127466521
Encuadernación
Tapa dura
Número de edición
2
Número de páginas
280
Contacto del fabricante
no disponible
Persona responsable
Yeepin GmbH
492000000000
sunshine12232@outlook.com

Alleestr.11
Kaiserslautern
Rheinland-Pfalz
67655
Alemania

Otras ediciones populares con el mismo título

9781493308644: Asymptotic Theory for Econometricians

Edición Destacada

ISBN 10:  1493308645 ISBN 13:  9781493308644
Editorial: Academic Press, 2014
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