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Viac informácií o knihe Refinement of Econometric Estimation and Test Procedures

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

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Anotácia knihy

This book was first published in 2007. The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations to small sample behaviour using asymptotic expansions. Dedicated to the memory of Michael Magdalinos, whose work is a major contribution to this area, this book contains chapters directly concerned with refined asymptotic methods. In addition, there are chapters focusing 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. With contributions from leading econometricians, this collection will be essential reading for researchers and graduate students concerned with the use of asymptotic methods in econometric analysis.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Econometrics

• Celý názov: Refinement of Econometric Estimation and Test Procedures
• Podnázov: Finite Sample and Asymptotic Analysis
• Autor: Garry D. A. PhillipsElias Tzavalis
• Jazyk: Angličtina
• Väzba: Brožovaná
• Počet strán: 418
• EAN: 9781107406247
• ISBN: 1107406242
• ID: 02051562
• Nakladateľ: Cambridge University Press
• Hmotnosť: 560 g
• Rozmery: 229 × 152 × 22 mm
• Dátum vydania: 09. August 2012

Obľúbené z iného súdka

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