The Refinement of Econometric Estimation and Test Procedures : Finite Sample and Asymptotic Analysis
Book Details
Format
Paperback / Softback
ISBN-10
1107406242
ISBN-13
9781107406247
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Aug 9th, 2012
Print length
418 Pages
Weight
560 grams
Dimensions
22.90 x 15.20 x 2.20 cms
Product Classification:
Economic statistics
Ksh 8,800.00
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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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