Finite Sample Econometrics (Advanced Texts in Econometrics) Book + PRICE WATCH * Amazon pricing is not included in price watch

Finite Sample Econometrics (Advanced Texts in Econometrics) Book

Finite Sample Econometrics is an introduction and resource for researchers in economics, statistics, psychology, sociology, engineering and the medical sciences, and for graduate students in econometrics, statistics, and other applied sciences.Read More

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  • Product Description

    This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of finite sample econometrics, and explores their applications to models covered in a first year graduate course in econometrics, including repression functions, dynamic models, forecasting, simultaneous equations models, panel data models, and censored models. Both linear and nonlinear models, as well as models with normal and non-normal errors, are studied.

    About the Series
    Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

  • 0198774486
  • 9780198774488
  • Aman Ullah
  • 20 May 2004
  • OUP Oxford
  • Paperback (Book)
  • 240
  • 1
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