Asymptotic Theory for Econometricians

Released on by Halbert White
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  • Asymptotic Theory for Econometricians Book Detail

  • Author : Halbert White
  • Release Date : 2014-06-28
  • Publisher : Academic Press
  • Genre : Business & Economics
  • Pages : 241
  • ISBN 13 : 1483294420
  • File Size : 17,17 MB
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Asymptotic Theory for Econometricians by Halbert White PDF Summary

Book Description: 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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