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Asymptotic Theory for Econometricians
Halbert White
€ 105.13
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Description for Asymptotic Theory for Econometricians
Hardcover. An econometric estimator is a solution to an optimization problem. This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. Series: Economic Theory, Econometrics, and Mathematical Economics. Num Pages: 264 pages. BIC Classification: KCH. Category: (P) Professional & Vocational. Dimension: 238 x 162 x 22. Weight in Grams: 518.
This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. An econometric estimator is a solution to an optimization problem; that is, a problem that requires a body of techniques to determine a specific solution in a defined set of possible alternatives that best satisfies a selected object function or set of constraints. Thus, this highly mathematical book investigates situations concerning large numbers, in which the assumptions of the classical linear model fail. Economists, of course, face these situations often. It includes completely revised chapter seven on functional central ... Read more
This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. An econometric estimator is a solution to an optimization problem; that is, a problem that requires a body of techniques to determine a specific solution in a defined set of possible alternatives that best satisfies a selected object function or set of constraints. Thus, this highly mathematical book investigates situations concerning large numbers, in which the assumptions of the classical linear model fail. Economists, of course, face these situations often. It includes completely revised chapter seven on functional central ... Read more
Product Details
Publisher
Emerald Group Publishing Limited United States
Number of pages
264
Format
Hardback
Publication date
2000
Series
Economic Theory, Econometrics, and Mathematical Economics
Condition
New
Weight
506g
Number of Pages
264
Place of Publication
, United Kingdom
ISBN
9780127466521
SKU
V9780127466521
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
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