Asymptotic Theory for Econometricians
eBook - PDF

Asymptotic Theory for Econometricians

Halbert White, Karl Shell

  1. 288 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Asymptotic Theory for Econometricians

Halbert White, Karl Shell

Book details
Table of contents
Citations

About This Book

This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians. In addition, because economic data are generated in a variety of different contexts (time series, cross sections, time series--cross sections), we pay particular attention to the similarities and differences in the techniques appropriate to each of these contexts.

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Information

Publisher
Academic Press
Year
2014
ISBN
9781483294421
Topic
Economics
Subtopic
Econometrics
Index
Economics

Table of contents

  1. Front Cover
  2. Asymptotic Theory for Econometricians
  3. Copyright Page
  4. Table of Contents
  5. Dedication
  6. Preface
  7. CHAPTER I. The Linear Model and Instrumental Variables Estimators
  8. CHAPTER II. Consistency
  9. CHAPTER III. Laws of Large Numbers
  10. CHAPTER IV. Asymptotic Normality
  11. CHAPTER V. Central Limit Theory
  12. CHAPTER VI. Estimating Asymptotic Covariance Matrices
  13. CHAPTER VII. Efficient Estimation with Estimated Error Covariance Matrices
  14. CHAPTER VIII. Directions For Further Study
  15. Solution Set
  16. Index
Citation styles for Asymptotic Theory for Econometricians

APA 6 Citation

White, H. (2014). Asymptotic Theory for Econometricians ([edition unavailable]). Elsevier Science. Retrieved from https://www.perlego.com/book/1896645/asymptotic-theory-for-econometricians-pdf (Original work published 2014)

Chicago Citation

White, Halbert. (2014) 2014. Asymptotic Theory for Econometricians. [Edition unavailable]. Elsevier Science. https://www.perlego.com/book/1896645/asymptotic-theory-for-econometricians-pdf.

Harvard Citation

White, H. (2014) Asymptotic Theory for Econometricians. [edition unavailable]. Elsevier Science. Available at: https://www.perlego.com/book/1896645/asymptotic-theory-for-econometricians-pdf (Accessed: 15 October 2022).

MLA 7 Citation

White, Halbert. Asymptotic Theory for Econometricians. [edition unavailable]. Elsevier Science, 2014. Web. 15 Oct. 2022.