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The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis Garry D a Phillips
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The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis
Garry D a Phillips
This book concerns the importance of refined asymptotic methods to approximate the finite sample behaviour of econometric estimators and tests. It also features chapters on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology.
418 pages, 33 tables
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2007. gada 1. februāris |
| ISBN13 | 9780521870535 |
| Izdevēji | Cambridge University Press |
| Lapas | 418 |
| Izmēri | 152 × 229 × 27 mm · 780 g |
| Valoda | Angļu |
| Redaktors | Phillips, Garry D. A. (Cardiff University) |
| Redaktors | Tzavalis, Elias (University of Athens, Greece) |
