Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics) Book + PRICE WATCH * Amazon pricing is not included in price watch

Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics) Book

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.Read More

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  • 0127466509
  • 9780127466507
  • Halbert White
  • 1 April 1984
  • Academic Press Inc
  • Hardcover (Book)
  • 228
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