The Refinement of Econometric Estimation and Test Procedures

Language: English

Published by Cambridge University Press, 2007

0521870534 / 9780521870535

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations to small sample behaviour using asymptotic expansions. Dedicated to the memory of Michael Magdalinos, whose work is a major contribution to this area, this book contains chapters directly concerned with refined asymptotic methods. In addition, there are chapters focusing 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. With contributions from leading econometricians, this collection will be essential reading for researchers and graduate students concerned with the use of asymptotic methods in econometric analysis.

Seller Inventory # 9780521870535

Title
The Refinement of Econometric Estimation and Test Procedures
Author
Garry D. A. Phillips
Publisher
Cambridge University Press
Publication year
2007
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0521870534
ISBN 13
9780521870535
Item weight
826 grams
Dimensions
235x157x29 mm

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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