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The Refinement of Econometric Estimation and Test Procedures

By: Garry D. A. (Cardiff University) Phillips (Author) , Greece) Tzavalis Elias (University of Athens (Author)

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Ksh 10,100.00

Format: Paperback or Softback

ISBN-13: 9781107406247

Publisher: Cambridge University Press

Publication Date: Aug 9th, 2012

Weight: 560 grams

Dimension: 22.90 x 15.20 x 2.20 cms

Category: Economic statistics

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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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