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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    View other formats and editions of Asymptotic Theory for Econometricians by Halbert White

    Publisher: Emerald Publishing Limited
    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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