Asymptotic Theory for Econometricians
Halbert White and Karl Shell (Auth.)
This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians. In addition, because economic data are generated in a variety of different contexts (time series, cross sections, time series--cross sections), we pay particular attention to the similarities and differences in the techniques appropriate to each of these contexts
類別:
年:
1984
版本:
1st
出版商:
Elsevier Inc, Academic Press
語言:
english
頁數:
228
ISBN 10:
0127466509
ISBN 13:
9780127466507
系列:
Economic Theory, Econometrics, and Mathematical Economics
文件:
PDF, 8.66 MB
IPFS:
,
english, 1984