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Book synopsis

This text provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved since the 1950s. Within this framework, the book discusses the basic analytical tools of finite sample econometrics and explores their applications to models covered in a first year graduate course in econometrics, including repression functions, dynamic models, forecasting, simultaneous equations models, panel data models and censored models. Both linear and nonlinear models, as well as models with normal and non-normal errors, are studied. Finite sample results are extremely useful for applied researchers doing proper econometric analysis with small or moderately large sample data. Finite sample econometrics also provides the results for very large (asymptotic) samples. This book provides simple and intuitive presentations of difficult concepts, unified and heuristic developments of methods and applications to various econometric models. It provides a new perspective on teaching and research in econometrics, statistics and other applied subjects.

Book details

Book category Books in English Society & social sciences Sociology & anthropology Sociology

• Full title: Finite Sample Econometrics
• Author: Aman Ullah
• Language: English
• Binding: Paperback
• Number of pages: 242
• EAN: 9780198774488
• ISBN: 0198774486
• ID: 04528710
• Publisher: Oxford University Press
• Weight: 376 g
• Dimensions: 232 × 156 × 15 mm
• Date of publishing: 20. May 2004

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