Asymptotic theoryfor econometricians
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Word Count
57,000 words, Guess
Page Count
228 pages
Identifiers
- Internet Archiveasymptotictheory0000whit
- ISBN-100127466509
- ISBN-139780127466507
- Goodreads3863433
- Library of Congress Control Number83010010
and 3 more
- OCLC Control Number9576501
- Better World Books9780127466507
- Open LibraryOL21126619M
Classifications
- DDC330/.028
- LCCHB139
- LCCHB139 .W5 1984
Description
"The amount of financial data created every day by world stock markets, world governments, financial situations, and other sources, is increasing at an enormous rate. Economists and financial analysts need tools to manage these large sets of data in a timely and accurate way. Classical linear models of economics have failed to deal with such large amounts of data, and asymptotic theory is the tool that economists have come to rely on for this type of data management.". "The scope of the book remains the same as that of the First Edition, with sufficient material to fill a full year's course work. This edition also contains updated material on asymptotically efficient instrumental variables estimation, efficient estimation with estimated error covariance matrices, and efficient IV estimation. Exercise solutions have also been updated and expanded.". "Asymptotic Theory for Econometricians is intended both as a reference for practicing econometricians and financial analysts and as a textbook for graduate students taking courses in econometrics beyond the introductory level. It assumes that the reader is familiar with the basic concepts of probability and statistics as well as with calculus and linear algebra, and that the reader also has a good understanding of the classical linear model."--BOOK JACKET.
First Sentence
The purpose of this book is to provide the reader with the tools and concepts needed to study the behavior of econometric estimators and test statistics in large samples.
Subjects
Topics
Series Statement
- Economic theory, econometrics, and mathematical economics
Other Editions
- Asymptotic theoryfor econometricians
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