Name: The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis (en Inglés)
SKU: 19295226
Price: 3373.18 MXN
Availability: InStock
Author: Phillips; Tzavalis
ISBN: 9780521870535

portada The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis (en Inglés)

The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis (en Inglés)

Formato

Libro Físico

Editorial

Cambridge University Press

Autor

Phillips; Tzavalis

Año

2007

Idioma

Inglés

N° páginas

418

Encuadernación

Tapa Dura

ISBN

0521870534

ISBN13

9780521870535

Categorías

Econometría

The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis (en Inglés)

Phillips; Tzavalis (Autor) · Cambridge University Press · Tapa Dura

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Reseña del libro "The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis (en Inglés)"

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.