White, Halbert
Asymptotic Theory for Econometricians: Revised Edition (Economic Theory, Econometrics, and Mathematical Economics)
### ISBN 13: 9780127466521

This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. An econometric estimator is a solution to an optimization problem; that is, a problem that requires a body of techniques to determine a specific solution in a defined set of possible alternatives that best satisfies a selected object function or set of constraints. Thus, this highly mathematical book investigates situations concerning large numbers, in which the assumptions of the classical linear model fail. Economists, of course, face these situations often.

Key Features

* Completely revised Chapter Seven on functional central limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes

* Updated material on:

* Central limit theory

* Asymptotically efficient instrumental variables estimation

* Estimation of asymptotic covariance matrices

* Efficient estimation with estimated error covariance matrices

* Efficient IV estimation

*"synopsis" may belong to another edition of this title.*

Published by
Emerald Group Publishing Limited, United States
(2001)

ISBN 10: 0127466525
ISBN 13: 9780127466521

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**Book Description **Emerald Group Publishing Limited, United States, 2001. Hardback. Book Condition: New. 2nd Revised edition. 232 x 158 mm. Language: English . Brand New Book. This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. An econometric estimator is a solution to an optimization problem; that is, a problem that requires a body of techniques to determine a specific solution in a defined set of possible alternatives that best satisfies a selected object function or set of constraints. Thus, this highly mathematical book investigates situations concerning large numbers, in which the assumptions of the classical linear model fail. Economists, of course, face these situations often. It includes completely revised chapter seven on functional central limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes. It includes updated material on: central limit theory; asymptotically efficient instrumental variables estimation; estimation of asymptotic covariance matrices; efficient estimation with estimated error covariance matrices; and efficient IV estimation. Bookseller Inventory # AAZ9780127466521

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Emerald Group Publishing Limited 2000-10-11, Bingley
(2000)

ISBN 10: 0127466525
ISBN 13: 9780127466521

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**Book Description **Emerald Group Publishing Limited 2000-10-11, Bingley, 2000. hardback. Book Condition: New. Bookseller Inventory # 9780127466521

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Published by
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ISBN 13: 9780127466521

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**Book Description **Emerald Group Publishing Limited. Hardback. Book Condition: new. BRAND NEW, Asymptotic Theory for Econometricians (2nd Revised edition), Halbert White, This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. An econometric estimator is a solution to an optimization problem; that is, a problem that requires a body of techniques to determine a specific solution in a defined set of possible alternatives that best satisfies a selected object function or set of constraints. Thus, this highly mathematical book investigates situations concerning large numbers, in which the assumptions of the classical linear model fail. Economists, of course, face these situations often. It includes completely revised chapter seven on functional central limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes. It includes updated material on: central limit theory; asymptotically efficient instrumental variables estimation; estimation of asymptotic covariance matrices; efficient estimation with estimated error covariance matrices; and efficient IV estimation. Bookseller Inventory # B9780127466521

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Published by
Emerald Group Publishing Limited
(2001)

ISBN 10: 0127466525
ISBN 13: 9780127466521

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**Book Description **Emerald Group Publishing Limited, 2001. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # GB-9780127466521

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Published by
Emerald Group Publishing Limited, United States
(2001)

ISBN 10: 0127466525
ISBN 13: 9780127466521

New
Hardcover
Quantity Available: 1

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Rating

**Book Description **Emerald Group Publishing Limited, United States, 2001. Hardback. Book Condition: New. 2nd Revised edition. 232 x 158 mm. Language: English . Brand New Book. This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. An econometric estimator is a solution to an optimization problem; that is, a problem that requires a body of techniques to determine a specific solution in a defined set of possible alternatives that best satisfies a selected object function or set of constraints. Thus, this highly mathematical book investigates situations concerning large numbers, in which the assumptions of the classical linear model fail. Economists, of course, face these situations often. It includes completely revised chapter seven on functional central limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes. It includes updated material on: central limit theory; asymptotically efficient instrumental variables estimation; estimation of asymptotic covariance matrices; efficient estimation with estimated error covariance matrices; and efficient IV estimation. Bookseller Inventory # AAZ9780127466521

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ISBN 10: 0127466525
ISBN 13: 9780127466521

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**Book Description **Hardback. Book Condition: New. Not Signed; This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. An econometric estimator is a solution to an optimization problem; that is, a problem that requires a body of techniques to determine a specific solution in a defined set of possible alternatives that best satisfies a selected object function or set of constraints. Thus, this highly mathematical book investigates situations concerning large numbers, in which the assumptions of the classical linear model fail. Economists, of course, face these situations often. It includes completely revised chapter seven on functional central limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes. It includes updated material on: central limit theory; asymptotically efficient instrumental variables estimation; estimation of asymptotic covariance matrices; efficient estimation with estimated error covariance matrices; and efficient IV estimation. book. Bookseller Inventory # ria9780127466521_rkm

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Published by
Academic Press
(2000)

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**Book Description **Academic Press, 2000. Hardcover. Book Condition: New. Brand New Book. Shipping: Once your order has been confirmed and payment received, your order will then be processed. The book will be located by our staff, packaged and despatched to you as quickly as possible. From time to time, items get mislaid en route. If your item fails to arrive, please contact us first. We will endeavour to trace the item for you and where necessary, replace or refund the item. Please do not leave negative feedback without contacting us first. All orders will be dispatched within two working days. If you have any quesions please contact us. Bookseller Inventory # V9780127466521

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(2016)

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**Book Description **EMERALD, 2016. Hardback. Book Condition: NEW. 9780127466521 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Print on Demand title, produced to the highest standard, and there would be a delay in dispatch of around 15 working days. Bookseller Inventory # HTANDREE01046490

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Published by
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ISBN 10: 0127466525
ISBN 13: 9780127466521

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**Book Description **Emerald Group Publishing Limited. Book Condition: New. An econometric estimator is a solution to an optimization problem. This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. Series: Economic Theory, Econometrics, and Mathematical Economics. Num Pages: 264 pages. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 238 x 162 x 22. Weight in Grams: 518. . 2000. Revised. Hardcover. . . . . . Bookseller Inventory # V9780127466521

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Published by
Emerald Group Publishing Limited

ISBN 10: 0127466525
ISBN 13: 9780127466521

New
Hardcover
Quantity Available: 3

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**Book Description **Emerald Group Publishing Limited. Book Condition: New. An econometric estimator is a solution to an optimization problem. This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. Series: Economic Theory, Econometrics, and Mathematical Economics. Num Pages: 264 pages. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 238 x 162 x 22. Weight in Grams: 518. . 2000. Revised. Hardcover. . . . . Books ship from the US and Ireland. Bookseller Inventory # V9780127466521

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