Asymptotic Theory for Econometricians: Revised Edition (Economic Theory, Econometrics, and Mathematical Economics) (Economic Theory, Econometrics, & Mathematical Economics)

4.75 avg rating
( 8 ratings by Goodreads )
 
9780127466521: Asymptotic Theory for Econometricians: Revised Edition (Economic Theory, Econometrics, and Mathematical Economics) (Economic Theory, Econometrics, & Mathematical Economics)

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.

"synopsis" may belong to another edition of this title.

Product Description:

This reference provides the tools and concepts necessary to study the behaviour of econometric estimators and test statistics in large samples. The amount of financial data created every day by world stock markets, governments, banks etc is increasing at an enormous rate. Economists need tools to manage these large data sets in a timely and accurate way - asymptotic theory is the tool that economists rely on.

From the Back Cover:

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 thetool 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 Econometriciansis 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.

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 128.99
US$ 86.81

Convert Currency

Shipping: FREE
From United Kingdom to U.S.A.

Destination, Rates & Speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Halbert White
Published by Emerald Publishing Limited, United Kingdom (2000)
ISBN 10: 0127466525 ISBN 13: 9780127466521
New Hardcover Quantity Available: 1
Seller
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description Emerald Publishing Limited, United Kingdom, 2000. 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

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 86.81
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

2.

Halbert White
ISBN 10: 0127466525 ISBN 13: 9780127466521
New Quantity Available: 3
Seller
Speedy Hen LLC
(Sunrise, FL, U.S.A.)
Rating
[?]

Book Description Book Condition: New. Bookseller Inventory # ST0127466525. Bookseller Inventory # ST0127466525

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 86.82
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

3.

Halbert White
Published by Emerald Publishing Limited, United Kingdom (2000)
ISBN 10: 0127466525 ISBN 13: 9780127466521
New Hardcover Quantity Available: 1
Seller
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Emerald Publishing Limited, United Kingdom, 2000. 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

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 87.05
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Halbert White
Published by Academic Press 2000-10-11, San Diego (2000)
ISBN 10: 0127466525 ISBN 13: 9780127466521
New Hardcover Quantity Available: 1
Seller
Blackwell's
(Oxford, OX, United Kingdom)
Rating
[?]

Book Description Academic Press 2000-10-11, San Diego, 2000. hardback. Book Condition: New. Bookseller Inventory # 9780127466521

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 84.06
Convert Currency

Add to Basket

Shipping: US$ 5.83
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Halbert White
Published by Academic Press 2000-10-19 (2000)
ISBN 10: 0127466525 ISBN 13: 9780127466521
New Quantity Available: 3
Seller
Chiron Media
(Wallingford, United Kingdom)
Rating
[?]

Book Description Academic Press 2000-10-19, 2000. Book Condition: New. Brand new book, sourced directly from publisher. Dispatch time is 24-48 hours from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely. Bookseller Inventory # NU-GRD-05065092

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 86.51
Convert Currency

Add to Basket

Shipping: US$ 3.87
From United Kingdom to U.S.A.
Destination, Rates & Speeds

6.

Halbert White
Published by Emerald Group Publishing Limited (2001)
ISBN 10: 0127466525 ISBN 13: 9780127466521
New Quantity Available: 3
Seller
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

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

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 79.04
Convert Currency

Add to Basket

Shipping: US$ 11.66
From United Kingdom to U.S.A.
Destination, Rates & Speeds

7.

Halbert White
Published by Emerald Group Publishing Limited
ISBN 10: 0127466525 ISBN 13: 9780127466521
New Hardcover Quantity Available: 3
Seller
THE SAINT BOOKSTORE
(Southport, United Kingdom)
Rating
[?]

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

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 88.11
Convert Currency

Add to Basket

Shipping: US$ 7.70
From United Kingdom to U.S.A.
Destination, Rates & Speeds

8.

Halbert White
ISBN 10: 0127466525 ISBN 13: 9780127466521
New Quantity Available: 3
Seller
Speedy Hen
(London, United Kingdom)
Rating
[?]

Book Description Book Condition: New. Bookseller Inventory # ST0127466525. Bookseller Inventory # ST0127466525

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 76.44
Convert Currency

Add to Basket

Shipping: US$ 24.62
From United Kingdom to U.S.A.
Destination, Rates & Speeds

9.

White, Halbert
Published by Emerald Group Publishing Limited (2000)
ISBN 10: 0127466525 ISBN 13: 9780127466521
New Hardcover Quantity Available: 3
Rating
[?]

Book Description Emerald Group Publishing Limited, 2000. 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

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 104.31
Convert Currency

Add to Basket

Shipping: FREE
From Ireland to U.S.A.
Destination, Rates & Speeds

10.

White, Halbert
Published by Emerald Group Publishing Limited
ISBN 10: 0127466525 ISBN 13: 9780127466521
New Hardcover Quantity Available: 3
Seller
Kennys Bookstore
(Olney, MD, U.S.A.)
Rating
[?]

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

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 105.07
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book