Asymptotic Theory for Econometricians pdf epub mobi txt 電子書下載 2024

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Halbert White

Academic Press

2000-10-11

264

USD 115.95

Hardcover

9780127466521

圖書標籤: Econometrics 計量經濟學計量 Statistics Mathematics Finance 美國美國

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发表于2024-11-23

Asymptotic Theory for Econometricians epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

Asymptotic Theory for Econometricians pdf epub mobi txt 電子書下載 2024

圖書描述

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.

Asymptotic Theory for Econometricians 下載 mobi epub pdf txt 電子書