Asymptotic Theory for Econometricians |
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| Author:
| White, Halbert |
| Series edited by:
| Shell, Karl |
| Series title: | Economic Theory, Econometrics, and Mathematical Economics Ser. |
| ISBN: | 978-1-4832-9442-1 |
| Publication Date: | Jun 2014 |
| Publisher: | Elsevier Science & Technology Books
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| Book Format: | Ebook |
| List Price: | USD $89.95USD $107.94 |
Book Description:
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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...
More DescriptionThis 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.