Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics) - Hardcover
Book 29 of 31: ECONOMIC THEORY, ECONOMETRICS, AND MATHEMATICAL ECONOMICS
Synopsis
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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Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)
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Asymptotic Theory for Econometricians
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Elsevier Science & Technology, 1984
ISBN 10: 0127466509
ISBN 13: 9780127466507
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Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)
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