Finite Sample Econometrics
by
Aman Ullah
Book Details
Format
Hardback or Cased Book
Book Series
Advanced Texts in Econometrics
ISBN-10
0198774478
ISBN-13
9780198774471
Publisher
Oxford University Press
Imprint
Oxford University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
May 20th, 2004
Print length
240 Pages
Weight
526 grams
Dimensions
24.40 x 16.80 x 2.00 cms
Product Classification:
Social research & statisticsEconomic statistics
Ksh 11,800.00
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This work 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.
This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which 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.
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