Saltar al contenido principal

Asymptotic Theory for Econometricians

  • 1 Edición - 1 de abril de 1984
  • Última edición
  • Autor: Halbert White
  • Editor: Karl Shell
  • Idioma: Inglés

This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools… Leer más

Descripción

This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians. In addition, because economic data are generated in a variety of different contexts (time series, cross sections, time series--cross sections), we pay particular attention to the similarities and differences in the techniques appropriate to each of these contexts.

De interès para

Graduate students taking courses in Econometrics beyond the introductory level.

Índice

Preface.
The Linear Model and Instrumental Variables Estimators.
Consistency.
Laws of Large Numbers.
Asymptotic Normality.
Central Limit Theory.
Estimating Asymptotic Covariance Matrices.
Efficient Estimation with Estimated Error Covariance.
Directions for Further Study.
Solutions Set.
Index.

Detalles del producto

  • Edición: 1
  • Última edición
  • Publicado: 6 de diciembre de 2014
  • Idioma: Inglés

Sobre el editor

KS

Karl Shell

Afiliaciones y experiencia
Cornell University

Sobre el autor

HW

Halbert White

Afiliaciones y experiencia
University of California, San Diego, La Jolla, U.S.A.

Ver libro en ScienceDirect

Lee Asymptotic Theory for Econometricians en ScienceDirect