Items related to Asymptotic Theory for Econometricians (Economic Theory,...
Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics) - Hardcover
Synopsis
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.
"synopsis" may belong to another edition of this title.
Synopsis
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.
"About this title" may belong to another edition of this title.
- PublisherAcademic Press Inc
- Publication date2000
- ISBN 10 0127466525
- ISBN 13 9780127466521
- BindingHardcover
- LanguageEnglish
- Edition number2
- Number of pages264
Other Popular Editions of the Same Title
Search results for Asymptotic Theory for Econometricians (Economic Theory,...
Stock Image
Asymptotic Theory for Econometricians: Revised Edition (Economic Theory, Econometrics, and Mathematical Economics)
Published by
Emerald Publishing Limited, 2000
ISBN 10: 0127466525
ISBN 13: 9780127466521
Used
Hardcover
Seller: BMV Bloor, Toronto, ON, Canada
Seller rating 5 out of 5 stars
Condition: Very Good. Used - Very Good. Seller Inventory # 239-a - 00014
Quantity: 1 available
Stock Image
Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)
Published by
Emerald Publishing Limited, 2000
ISBN 10: 0127466525
ISBN 13: 9780127466521
Used
Hardcover
Seller: WorldofBooks, Goring-By-Sea, WS, United Kingdom
Seller rating 5 out of 5 stars
Hardback. Condition: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged. Seller Inventory # GOR009658022
Quantity: 1 available
Stock Image
Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)
Published by
Emerald Publishing Limited, 2000
ISBN 10: 0127466525
ISBN 13: 9780127466521
New
Hardcover
Seller: Toscana Books, AUSTIN, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: new. Excellent Condition.Excels in customer satisfaction, prompt replies, and quality checks. Seller Inventory # Scanned0127466525
Quantity: 1 available
Seller Image
Asymptotic Theory for Econometricians
Published by
Academic Press Inc Okt 2000, 2000
ISBN 10: 0127466525
ISBN 13: 9780127466521
New
Hardcover
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 280 pp. Englisch. Seller Inventory # 9780127466521
Quantity: 2 available
Stock Image
Asymptotic Theory for Econometricians: Revised Edition
Published by
Emerald Publishing Limited, 2000
ISBN 10: 0127466525
ISBN 13: 9780127466521
Used
Hardcover
Seller: Twice Sold Tales, Capitol Hill, Seattle, WA, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. Corners rubbed. Endpapers lightly soiled. Pencil underlining on some pages. Seller Inventory # 043312
Quantity: 1 available
Stock Image
Asymptotic Theory for Econometricians
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Seller rating 4 out of 5 stars
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000. Seller Inventory # FW-9780127466521
Quantity: 15 available
Stock Image
Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)
Published by
Emerald Publishing Limited, 2000
ISBN 10: 0127466525
ISBN 13: 9780127466521
New
Hardcover
Seller: BennettBooksLtd, North Las Vegas, NV, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: New. In shrink wrap. Looks like an interesting title! Seller Inventory # Q-0127466525
Quantity: 1 available
Seller Image
Asymptotic Theory for Econometricians
Published by
Emerald Publishing Limited, 2000
ISBN 10: 0127466525
ISBN 13: 9780127466521
New
Hardcover
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 494053-n
Quantity: Over 20 available
Seller Image
Asymptotic Theory for Econometricians
Print on DemandSeller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Buch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - 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. Seller Inventory # 9780127466521
Quantity: 1 available
Stock Image
Asymptotic Theory for Econometricians
Published by
Emerald Publishing Limited, 2000
ISBN 10: 0127466525
ISBN 13: 9780127466521
New
Hardcover
Seller: THE SAINT BOOKSTORE, Southport, United Kingdom
Seller rating 5 out of 5 stars
Hardback. Condition: New. New copy - Usually dispatched within 4 working days. 522. Seller Inventory # B9780127466521
Quantity: Over 20 available