Description

Book 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.

Table of Contents
The Linear Model and Instrumental Variables Estimators. Consistency. Laws of Large Numbers. Asymptotic Normality. Central Limit Theory. Estimating Asymptotic Covariance Matrices. Functional Central Limit Theory and Applications. Directions for Further Study. Solution Set. References. Index.

Asymptotic Theory for Econometricians

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    A Hardback by Halbert White

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      Publisher: Emerald Publishing Limited
      Publication Date: Publication Date: 11/10/2000
      ISBN13: 9780127466521, 978-0127466521
      ISBN10: 0127466525
      Also in:
      Econometrics and economic statistics

      Description

      Book 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.

      Table of Contents
      The Linear Model and Instrumental Variables Estimators. Consistency. Laws of Large Numbers. Asymptotic Normality. Central Limit Theory. Estimating Asymptotic Covariance Matrices. Functional Central Limit Theory and Applications. Directions for Further Study. Solution Set. References. Index.

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