The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis - Softcover

Softcover

ISBN 10: 1107406242 ISBN 13: 9781107406247

Publisher: Cambridge University Press, 2012

Synopsis

The main theme of this book is the importance of refined asymptotic methods to econometric analysis.

About this title

Review

Review of the hardback: 'This volume is extremely wide ranging and has papers in the areas of interest of all econometricians. I highly commend the book. Econometricians will find it of interest both for their own areas of specialization and also for the opportunity to read well done papers in other areas.' Jerry Hausman, MacDonald Professor of Economics, MIT

Review of the hardback: 'This remarkable collection of papers has been assembled in tribute to Michael Magdalinos, a much loved and admired econometrician who died tragically young. The highly distinguished group of contributors include among them former teachers, colleagues, collaborators, friends, and his son Tassos. While the book is a touching and fitting memorial to Michael, the papers cover such a range of topics, and are of such depth and quality, as to also constitute a valuable primer in modern econometric thinking. Researchers, practitioners and students alike will find much in these pages to profit and interest them.' James Davidson, Professor of Econometrics, University of Exeter

Review of the hardback: 'This book is a tribute to one of the great contributors to the subject of econometrics. The excellent papers contributed here reflect on the research of the late Michael Magdalinos and acknowledge his solid and beneficial impact on the foundational issue of finite and asymptotic sample econometrics. They will make the book widely read and referenced.' Aman Ullah, Professor of Economics, University of California, Riverside

Book Description

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.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2012
• Language: English
• ISBN 10: 1107406242
• ISBN 13: 9781107406247
• Binding: Paperback
• Number of pages: 418
• Editor: Phillips Garry D. A.