Isbn: 9780127466521 - asymptotic theory for econometricians (23 résultats)

Hardcover. Revised Edition. Octavo, viii, x, xiii, 264 pages. In Very Good minus condition. Bound in the publisher's pictorial blue cloth bearing white lettering to the spine. Boards have slight wear plus including sparse scuffs and minor chips to the edges. Text block has slight wear including minor ink to the rear pastedown. Faint wear to the hinges. Illustrated. Revised edition. NOTE: Shelved in Locked Annex, Column AA. 1410575. FP New Rockville Stock.…

Hardcover, 264 pages. Etat : Good +. Revised Edition. Revised Edition. Minor rubbing and bumping to boards. Soiling to text block. Soiling to paste-downs and free endpapers. Pages are clean and look to be free of writing and/or highlighting. Binding is tight.

Etat : Good. 2nd. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Etat : Good. 2nd. Former library copy. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Includes library markings. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Etat : Very Good. 2nd. Pages intact with possible writing/highlighting. Binding strong with minor wear. Dust jackets/supplements may not be included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.

Etat : New.

hardcover. Etat : New. In shrink wrap. Looks like an interesting title.

Etat : As New. Unread book in perfect condition.

Etat : New.

Etat : New. In English.

Etat : As New. Unread book in perfect condition.

Hardback. Etat : New. 2nd. 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. It includes completely revised chapter seven on functional central limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes. It includes updated material on: central limit theory; asymptotically efficient instrumental variables estimation; estimation of asymptotic covariance matrices; efficient estimation with estimated error covariance matrices; and efficient IV estimation.…

Hardback. Etat : New. 2nd. 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. It includes completely revised chapter seven on functional central limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes. It includes updated material on: central limit theory; asymptotically efficient instrumental variables estimation; estimation of asymptotic covariance matrices; efficient estimation with estimated error covariance matrices; and efficient IV estimation.…

Hardback. Etat : New. 2nd. 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. It includes completely revised chapter seven on functional central limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes. It includes updated material on: central limit theory; asymptotically efficient instrumental variables estimation; estimation of asymptotic covariance matrices; efficient estimation with estimated error covariance matrices; and efficient IV estimation.…

Hardback. Etat : New. 2nd. 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. It includes completely revised chapter seven on functional central limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes. It includes updated material on: central limit theory; asymptotically efficient instrumental variables estimation; estimation of asymptotic covariance matrices; efficient estimation with estimated error covariance matrices; and efficient IV estimation.…

Hardcover. Etat : Brand New. revised edition. 264 pages. 9.25x6.25x0.75 inches. In Stock.

HRD. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.

Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 technique.…

Etat : New. Print on Demand pp. xiii + 264 Revised Edition.

Buch. Etat : Neu. Asymptotic Theory for Econometricians | Halbert White | Buch | Einband - fest (Hardcover) | Englisch | 2000 | Academic Press Inc | EAN 9780127466521 | Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, 36244 Bad Hersfeld, gpsr[at]libri[dot]de | Anbieter: preigu Print on Demand.…

Etat : New. Print on Demand pp. xiii + 264.

Etat : New. PRINT ON DEMAND pp. xiii + 264.

Buch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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.…