Articles liés à Asymptotic Theory for Econometricians
Synopsis
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.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
Présentation de l'éditeur
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
Présentation de l'éditeur
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.
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
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Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)
Edité par
Academic Press (edition First Edition), 1984
ISBN 10 : 0127466509
ISBN 13 : 9780127466507
Ancien ou d'occasion
Couverture rigide
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Vendeur : BooksRun, Philadelphia, PA, Etats-Unis
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Hardcover. Etat : Fair. First Edition. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. N° de réf. du vendeur 0127466509-7-1
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Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)
Edité par
Academic Press, 1984
ISBN 10 : 0127466509
ISBN 13 : 9780127466507
Ancien ou d'occasion
Couverture rigide
Vendeur : ThriftBooks-Atlanta, AUSTELL, GA, Etats-Unis
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Hardcover. Etat : Fair. No Jacket. Readable copy. Pages may have considerable notes/highlighting. ~ ThriftBooks: Read More, Spend Less 1.25. N° de réf. du vendeur G0127466509I5N00
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Asymptotic Theory for Econometricians
Edité par
Elsevier Science & Technology, 1984
ISBN 10 : 0127466509
ISBN 13 : 9780127466507
Ancien ou d'occasion
Couverture rigide
Edition originale
Vendeur : Better World Books, Mishawaka, IN, Etats-Unis
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Etat : Good. 1st. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. N° de réf. du vendeur GRP97305506
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Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)
Edité par
Academic Press, 1984
ISBN 10 : 0127466509
ISBN 13 : 9780127466507
Ancien ou d'occasion
Couverture rigide
Vendeur : Midtown Scholar Bookstore, Harrisburg, PA, Etats-Unis
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hardcover. Etat : Good. previous owner's name in front Good hardcover with some shelfwear; may have previous owner's name inside. Standard-sized. N° de réf. du vendeur mon0000293078
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Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)
Edité par
Academic Press, 1984
ISBN 10 : 0127466509
ISBN 13 : 9780127466507
Ancien ou d'occasion
Couverture rigide
Vendeur : HPB-Red, Dallas, TX, Etats-Unis
Évaluation du vendeur 5 sur 5 étoiles
Hardcover. Etat : Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! N° de réf. du vendeur S_415431856
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Image d'archives
Asymptotic Theory for Econometricians
Edité par
Academic Press, 1984
ISBN 10 : 0127466509
ISBN 13 : 9780127466507
Ancien ou d'occasion
Couverture rigide
Vendeur : Anybook.com, Lincoln, Royaume-Uni
Évaluation du vendeur 5 sur 5 étoiles
Etat : Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:0127466509. N° de réf. du vendeur 9977132
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