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Asymptotic Theory for Econometricians






Publisher:  Elsevier Science & Technology Books
Summary: 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 pa...rticular attention to the similarities and differences in the techniques appropriate to each of these contexts.

White, Halbert is the author of Asymptotic Theory for Econometricians, published under ISBN 9780127466507 and 0127466509. Two Asymptotic Theory for Econometricians textbooks are available for sale on ValoreBooks.com, one used from the cheapest price of $30.50, or buy new starting at $115.33.
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ISBN-13: 9780127466507

ISBN: 0127466509

Publisher: Elsevier Science & Technology Books
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