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Asymptotic Theory For Econometricians

Asymptotic Theory For Econometricians - White, Halbert - ISBN: 9780127466521
Prijs: € 89,45
Levertijd: 3 tot 4 werkdagen
Bindwijze: Boek, Gebonden
Genre: Econometrie
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Beschrijving

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.

Details

Titel: Asymptotic Theory For Econometricians
auteur: White, Halbert
Mediatype: Boek
Bindwijze: Gebonden
Taal: Engels
Druk: 2
Aantal pagina's: 264
Uitgever: Emerald Publishing Limited
Plaats van publicatie: 03
NUR: Econometrie
Afmetingen: 238 x 162 x 22
Gewicht: 534 gr
ISBN/ISBN13: 0127466525
ISBN/ISBN13: 9780127466521
Intern nummer: 3132731

Extra informatie

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.rror covariance matrices

Inhoudsopgave

The Linear Model and Instrumental Variables Estimators.§Consistency.§Laws of Large Numbers.§Asymptotic Normality.§Central Limit Theory.§Estimating Asymptotic Covariance Matrices.§Functional Central Limit Theory and Applications.§Directions for Further Study.§Solution Set.§References.§Index.

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