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

 
9780127466507: Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)

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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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9780127466521: Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)

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ISBN 10:  0127466525 ISBN 13:  9780127466521
Publisher: Academic Press Inc, 2000
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