Finite Sample Econometrics (Advanced Texts in Econometrics)

Ullah, Aman

ISBN 10: 0198774478 / ISBN 13: 9780198774471

Published by Oxford University Press, 2004

About this Item

From publisher s library. Light shelfwear along edges of dustjacket. No marking on the jacket, library marking on spine. Bookplate on inside cover and library stamp, otherwise book is new, never read, pages clean and crisp, spine unbroken. 0320E.

Seller Inventory # A0320-145

Bibliographic Details

• Title: Finite Sample Econometrics (Advanced Texts in Econometrics)
• Publisher: Oxford University Press
• Publication Date: 2004
• Language: English
• ISBN 10: 0198774478
• ISBN 13: 9780198774471
• Binding: Hardcover
• Condition: Fine

About this title

Synopsis

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.

About the Author

Aman Ullah is a Professor in the Department of Economics at the University of California, Riverside. Earlier, he was a Professor at the University of Western Ontario, Canada and also taught at the Southern Methodist University. He received the Ph.D. degree (1971) in economics from Delhi School of Economics and M.A. in Mathematical Statistics form Lucknow University. A Fellow of the National Academy of Sciences (India), he is the co-author, editor, and co-editor of seven books and the author or co-author of over 100 professional resources papers in economics, econometrics and statistics. He is associate editor of the Journal of Nonparametric Statistics, Economic Reviews, and Empirical Economics, among others.