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Asymptotic theory for econometricians by Halbert White

Asymptotic theory for econometricians Halbert White ebook
Format: djvu
Page: 273
ISBN: 0127466525, 9780127466521
Publisher: AP

Business and Economic Statistics 23, 365{380. I'm teaching two econometrics classes this term (master's and PhD), and I just covered the parts on asymptotic theory. With frequentist asymptotic theory, we can write down a likelihood function but only believe aspects of it. Pdf A COURSE IN LARGE SAMPLE THEORY by Thomas S. This unique book provides the tools and concepts necessary to study the behaviour of econometric estimators and test statistics in large samples. And \plug-in asymptotic" inference for parameters de¯ned by moment in- equalities. Statistics 552: Asymptotic Theory . A test of superior predictive ability. Ferguson 1996 by TS Ferguson - Cited by 387. Under various assumptions, the resulting Journal of Applied Econometrics 6, no. Volume I of the Palgrave Handbook of Econometrics covers developments in theoretical econometrics, including essays on the methodology and history of econometrics, developments in time-series and cross-section econometrics, modelling with integrated variables, Bayesian econometrics, simulation methods and a selection of special topics.