The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis

(Bog, Paperback / softback, Engelsk)

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Beskrivelse

This book concerns the importance of refined asymptotic methods to approximate the finite sample behaviour of econometric estimators and tests. It also features chapters on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology.

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Alle detaljer

Forlag Cambridge University Press
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgivelsesdato 09-08-2012
Første udgivelsesår 2012
Fagredaktør Garry D. A. (Cardiff University) Phillips, Elias (University of Athens Tzavalis
Originalsprog United Kingdom
Sideantal 418
Indbinding Paperback / softback
Forlag Cambridge University Press
Sideoplysninger 418 pages
Mål 150 x 229 x 25
ISBN-13 / EAN-13 9781107406247