Asymptotic Theory for Econometricians: Economic Theory, Econometrics, and Mathematical Economics
Autor Halbert Whiteen Limba Engleză Hardback – 10 oct 2000
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
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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
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.
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.