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The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis - Hardcover
Synopsis
The main theme of this book is the importance of refined asymptotic methods to econometric analysis.
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About the Author
Garry D. A. Phillips is Professor of Econometrics and Distinguished Senior Research Fellow in the Economics section of Cardiff Business School, Cardiff University. Elias Tzavalis is Professor of Financial Econometrics in the Department of Economics, Athens University of Economics and Business.
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The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis
Published by
Cambridge University Press, 2007
ISBN 10: 0521870534
ISBN 13: 9780521870535
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The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis
Published by
Cambridge University Press, 2007
ISBN 10: 0521870534
ISBN 13: 9780521870535
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Hardcover. Condition: Very Good. Dust Jacket Condition: No Dust Jacket. First Edition. Bright and clean, firm and square, just a few minor bumps and rubs. Hence a non-text page is stamped 'damaged'. Despite such this book is better than very good condition. Thus it looks and feels unread with contents that are crisp, fresh and tight. Now offered for sale at a special bargain price. Seller Inventory # 123072
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The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis
Published by
Cambridge University Press, 2007
ISBN 10: 0521870534
ISBN 13: 9780521870535
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The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis
Published by
Cambridge University Press, 2007
ISBN 10: 0521870534
ISBN 13: 9780521870535
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The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis
Published by
Cambridge University Press, 2007
ISBN 10: 0521870534
ISBN 13: 9780521870535
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The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis
Published by
Cambridge University Press, 2007
ISBN 10: 0521870534
ISBN 13: 9780521870535
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Hardcover
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland
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Condition: New. The main theme of this book is the importance of refined asymptotic methods to econometric analysis. Editor(s): Phillips, Garry D. A.; Tzavalis, Elias. Num Pages: 418 pages, 33 tables. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 228 x 152 x 27. Weight in Grams: 780. . 2007. Illustrated. hardcover. . . . . Seller Inventory # V9780521870535
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The Refinement of Econometric Estimation and Test Procedures (Hardcover)
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Cambridge University Press, Cambridge, 2007
ISBN 10: 0521870534
ISBN 13: 9780521870535
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Seller: CitiRetail, Stevenage, United Kingdom
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Hardcover. Condition: new. Hardcover. The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations to small sample behaviour using asymptotic expansions. Dedicated to the memory of Michael Magdalinos, whose work is a major contribution to this area, this book contains chapters directly concerned with refined asymptotic methods. In addition, there are chapters focusing on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology. With contributions from leading econometricians, this collection will be essential reading for researchers and graduate students concerned with the use of asymptotic methods in econometric analysis. This book concerns the importance of refined asymptotic methods to approximate the finite sample behaviour of econometric estimators and tests. It also features chapters on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521870535
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The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis
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Hardcover. Condition: Brand New. 389 pages. 9.00x6.25x1.00 inches. In Stock. Seller Inventory # x-0521870534
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The Refinement of Econometric Estimation and Test Procedures
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Cambridge University Press, 2015
ISBN 10: 0521870534
ISBN 13: 9780521870535
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Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book concerns the importance of refined asymptotic methods to approximate the finite sample behaviour of econometric estimators and tests. It also features chapters on new asymptotic results the exploration through simulation of the small sample behav. Seller Inventory # 446951500
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The Refinement of Econometric Estimation and Test Procedures
Published by
Cambridge University Press CUP, 2007
ISBN 10: 0521870534
ISBN 13: 9780521870535
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Seller: Books Puddle, New York, NY, U.S.A.
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Condition: New. pp. xxvii + 389 Index. Seller Inventory # 26258158