White, Halbert
Asymptotic Theory for Econometricians: Revised Edition (Economic Theory, Econometrics, and Mathematical Economics) (Economic Theory, Econometrics, & Mathematical Economics)
# ISBN 13: 9780127466521

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 limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes. It includes updated material on: central limit theory; asymptotically efficient instrumental variables estimation; estimation of asymptotic covariance matrices; efficient estimation with estimated error covariance matrices; and efficient IV estimation.

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The amount of financial data created every day by world stock markets, world governments, financial institutions, and other sources, is increasing at an enormous rate. Economists and financial analysts need tools to manage these large sets of data in a timely and accurate way. Classical linear models of economics have failed to deal with such large amounts of data, and asymptotic theory is *the*tool that economists have come to rely on for this type of data management.

Large sample theory and the fundamental tools of asymptotic theory converge in this thoroughly revised edition of **Asymptotic Theory for Econometricians.**New material on functional central limit theory and its applications, material on cointegration, and many small points make this Revised Edition a comprehensive and unified treatment of large sample theory. The scope of the book remains the same as that of the First Edition, with sufficient material to fill a full year's course work. This edition also contains updated material on asymptotically efficient instrumental variables estimation, efficient estimation with estimated error covariance matrices, and efficient IV estimation. Exercise solutions have also been updated and expanded.

**Asymptotic Theory for Econometricians**is intended both as a reference for practicing econometricians and financial analysts and as a textbook for graduate students taking courses in econometrics beyond the introductory level. It assumes that the reader is familiar with the basic concepts of probability and statistics as well as with calculus and linear algebra, and that the reader also has a good understanding of the classical linear model.

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**Book Description **Emerald Group Publishing Limited, United States, 2001. Hardback. Book Condition: New. 2nd Revised edition. 232 x 158 mm. Language: English . Brand New Book. 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 limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes. It includes updated material on: central limit theory; asymptotically efficient instrumental variables estimation; estimation of asymptotic covariance matrices; efficient estimation with estimated error covariance matrices; and efficient IV estimation. Bookseller Inventory # AAZ9780127466521

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**Book Description **Emerald Group Publishing Limited 2000-10-11, Bingley, 2000. hardback. Book Condition: New. Bookseller Inventory # 9780127466521

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**Book Description **Emerald Group Publishing Limited. Hardback. Book Condition: new. BRAND NEW, Asymptotic Theory for Econometricians (2nd Revised edition), Halbert White, 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 limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes. It includes updated material on: central limit theory; asymptotically efficient instrumental variables estimation; estimation of asymptotic covariance matrices; efficient estimation with estimated error covariance matrices; and efficient IV estimation. Bookseller Inventory # B9780127466521

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Published by
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**Book Description **Emerald Group Publishing Limited, United States, 2001. Hardback. Book Condition: New. 2nd Revised edition. 232 x 158 mm. Language: English . Brand New Book. 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 limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes. It includes updated material on: central limit theory; asymptotically efficient instrumental variables estimation; estimation of asymptotic covariance matrices; efficient estimation with estimated error covariance matrices; and efficient IV estimation. Bookseller Inventory # AAZ9780127466521

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**Book Description **Emerald Group Publishing Limited, 2001. HRD. Book Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Bookseller Inventory # GB-9780127466521

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**Book Description **Hardback. Book Condition: New. Not Signed; 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 limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes. It includes updated material on: central limit theory; asymptotically efficient instrumental variables estimation; estimation of asymptotic covariance matrices; efficient estimation with estimated error covariance matrices; and efficient IV estimation. book. Bookseller Inventory # ria9780127466521_rkm

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**Book Description **Academic Press, 2000. Hardcover. Book Condition: New. Brand New Book. Shipping: Once your order has been confirmed and payment received, your order will then be processed. The book will be located by our staff, packaged and despatched to you as quickly as possible. From time to time, items get mislaid en route. If your item fails to arrive, please contact us first. We will endeavour to trace the item for you and where necessary, replace or refund the item. Please do not leave negative feedback without contacting us first. All orders will be dispatched within two working days. If you have any quesions please contact us. Bookseller Inventory # V9780127466521

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**Book Description **Emerald Group Publishing Limited. Book Condition: New. 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. . 2000. Revised. Hardcover. . . . . . Bookseller Inventory # V9780127466521

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**Book Description **EMERALD, 2016. Hardback. Book Condition: NEW. 9780127466521 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Print on Demand title, produced to the highest standard, and there would be a delay in dispatch of around 15 working days. Bookseller Inventory # HTANDREE01046490

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Published by
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**Book Description **Emerald Group Publishing Limited. Book Condition: New. 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. . 2000. Revised. Hardcover. . . . . Books ship from the US and Ireland. Bookseller Inventory # V9780127466521

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