Finite Sample Econometrics (Advanced Texts in Econometrics)

Ullah, Aman

ISBN 10: 0198774486 / ISBN 13: 9780198774488

Edité par Oxford University Press, 2004,, 2004

A propos de cet article

1st edition, hardback, large 8vo, x,230pp, clean and tight, no inscriptions, Very Good / Very Good dustwrapper. ISBN: 0198774486.

N° de réf. du vendeur 471397

Détails bibliographiques

• Titre: Finite Sample Econometrics (Advanced Texts in Econometrics)
• Éditeur: Oxford University Press, 2004,
• Date de parution: 2004
• Langue: anglais
• ISBN à 10 chiffres: 0198774486
• ISBN à 13 chiffres: 9780198774488
• Reliure: Couverture rigide
• Édition: Edition originale
• État de la jaquette: Jaquette
• Catalogues du vendeur:
  • economics

A propos de ce titre

Synopsis

This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of finite sample econometrics, and explores their applications to models covered in a first year graduate course in econometrics, including repression functions, dynamic models, forecasting, simultaneous equations models, panel data models, and censored models. Both linear and nonlinear models, as well as models with normal and non-normal errors, are studied. About the Series Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

À propos de l?auteur

Aman Ullah is a Professor in the Department of Economics at the University of California, Riverside. Earlier, he was a Professor at the University of Western Ontario, Canada and also taught at the Southern Methodist University. He received the Ph.D. degree (1971) in economics from Delhi School of Economics and M.A. in Mathematical Statistics form Lucknow University. A Fellow of the National Academy of Sciences (India), he is the co-author, editor, and co-editor of seven books and the author or co-author of over 100 professional resources papers in economics, econometrics and statistics. He is associate editor of the Journal of Nonparametric Statistics, Economic Reviews, and Empirical Economics, among others.