Asymptotic Theory for Econometricians
eBook - PDF

Asymptotic Theory for Econometricians

  1. 288 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Asymptotic Theory for Econometricians

About this 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.

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Yes, you can access Asymptotic Theory for Econometricians by Halbert White, Karl Shell in PDF and/or ePUB format, as well as other popular books in Economics & Econometrics. We have over one million books available in our catalogue for you to explore.

Information

Year
2014
Print ISBN
9780127466507
eBook ISBN
9781483294421

Table of contents

  1. Front Cover
  2. Asymptotic Theory for Econometricians
  3. Copyright Page
  4. Table of Contents
  5. Dedication
  6. Preface
  7. CHAPTER I. The Linear Model and Instrumental Variables Estimators
  8. CHAPTER II. Consistency
  9. CHAPTER III. Laws of Large Numbers
  10. CHAPTER IV. Asymptotic Normality
  11. CHAPTER V. Central Limit Theory
  12. CHAPTER VI. Estimating Asymptotic Covariance Matrices
  13. CHAPTER VII. Efficient Estimation with Estimated Error Covariance Matrices
  14. CHAPTER VIII. Directions For Further Study
  15. Solution Set
  16. Index