Cantitate/Preț
Produs

Asymptotic Theory for Econometricians: Economic Theory, Econometrics, and Mathematical Economics

Autor Halbert White
en Limba Engleză Hardback – 10 oct 2000
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
Citește tot Restrânge

Din seria Economic Theory, Econometrics, and Mathematical Economics

Preț: 83533 lei

Preț vechi: 108484 lei
-23% Nou

Puncte Express: 1253

Preț estimativ în valută:
15986 16588$ 13361£

Carte tipărită la comandă

Livrare economică 17-31 martie

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9780127466521
ISBN-10: 0127466525
Pagini: 264
Dimensiuni: 152 x 229 x 18 mm
Greutate: 0.5 kg
Ediția:Revised
Editura: Emerald Publishing
Seria Economic Theory, Econometrics, and Mathematical Economics


Public țintă

Econometricians, Economics Students.

Cuprins

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.