This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available. 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 . Large sample theory and the fundamental tools of asymptotic theory converge in Asymptotic Theory for Econometricians is intended both as a reference for.
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Asymptotic Theory for Econometricians by Halbert White
Asymptotic Theory for Econometricians is intended both as a reference for practicing econometricians and qsymptotic analysts and as a textbook for graduate students taking courses in econometrics beyond the introductory level. 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.
Check out the top books of the year on our asym;totic Best Books of Patrick Bajari rated it really liked it Jan 26, Books by Halbert White. Exercise solutions have also been updated and expanded. This book is not yet featured on Listopia.
Asymptotic Theory for Econometricians
Anamitra Mandal marked it as to-read Oct 30, Asymptotic Theory for Econometricians. It includes completely revised chapter seven on functional central limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes. New material on functional central limit theory and its applications, material on cointegration, and many small points make this Revised Edition a comprehensive and unified treatment of large sample theory.
The Best Books of Asymptotic theory for econometricians Halbert White Snippet view – Asymptotic Theory for Econometricians by Halbert White. From inside the book. Home Contact Us Help Free delivery worldwide.
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. Harvey Limited preview – Goodreads is the world’s largest site for readers with over 50 million reviews.
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Asymptotic Theory for Econometricians : Halbert White :
Upasana marked it as to-read Aug 01, Estimating Asymptotic Covariance Matrices. Leonardo added it Sep 19, Economists and financial analysts need tools to manage these large sets of data in a timely and accurate way. Laws of Large Numbers.
Asymptotic Theory for Econometricians Halbert White. Harvey Limited preview – Account Options Sign in.
Emiler Bernardo marked it as to-read Mar 03, Refresh and try again. Common terms and phrases analogous apply assumption asymptotic distribution asymptotic normality asymptotically efficient avar Cauchy-Schwartz inequality central limit theorem Chapter characteristic function conditional expectation conditions of Exercise conditions of Theorem consider consistent estimator convergence in probability Corollary 3. This edition also contains updated material on asymptotically efficient instrumental variables estimation, efficient estimation with estimated error covariance matrices, and efficient IV estimation.
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.
Laws of Large Numbers. This book is intended to thelry a somewhat asympttic 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.
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