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The Refinement of Econometric Estimation and Test Procedures 2024 pdf epub mobi 电子书

The Refinement of Econometric Estimation and Test Procedures
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发表于2024-12-25

The Refinement of Econometric Estimation and Test Procedures 2024 pdf epub mobi 电子书

The Refinement of Econometric Estimation and Test Procedures 2024 pdf epub mobi 电子书

The Refinement of Econometric Estimation and Test Procedures 2024 pdf epub mobi 电子书


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出版者:Cambridge Univ Pr
作者:Phillips, G. D. A. (EDT)/ Tzavalis, Elias (EDT)
出品人:
页数:418
译者:
出版时间:2007-3
价格:$ 163.85
装帧:HRD
isbn号码:9780521870535
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The Refinement of Econometric Estimation and Test Procedures 2024 pdf epub mobi 电子书 图书描述

This book was first published in 2007. 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.

The Refinement of Econometric Estimation and Test Procedures 2024 pdf epub mobi 电子书
The Refinement of Econometric Estimation and Test Procedures 2024 pdf epub mobi 电子书
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