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9780127466507

Asymptotic Theory for Econometricians
Asymptotic Theory for Econometricians
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  • ISBN-13: 9780127466507
  • ISBN: 0127466509
  • Publisher: Elsevier Science & Technology Books

AUTHOR

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 particular 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' with ISBN 9780127466507 and ISBN 0127466509.

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