Asymptotic Theory for Econometricians 2024 pdf epub mobi 电子书

☆☆☆☆☆
简体网页||繁体网页

Asymptotic Theory for Econometricians 2024 pdf epub mobi 电子书著者简介

Asymptotic Theory for Econometricians 电子书图书目录

下载链接在页面底部

点击这里下载

facebook linkedin mastodon messenger pinterest reddit telegram twitter viber vkontakte whatsapp 复制链接

想要找书就要到本本书屋

onlinetoolsland.com

立刻按 ctrl+D收藏本页

你会得到大惊喜!!

发表于2024-11-30

Asymptotic Theory for Econometricians 2024 pdf epub mobi 电子书

喜欢 Asymptotic Theory for Econometricians 电子书的读者还喜欢

Likelihood-Based Inference In Cointegrated Vector Autoregressive Models 2024 pdf epub mobi 电子书

Asymptotic Theory for Econometricians 电子书读后感

评分☆☆☆☆☆

我觉得，如果想做计量学的理论研究，就一定要读一读这本书，不用全部精读，想读的时候拿起来翻一翻也好。也可以用来作为master和PhD level，advanced级别的课程的教科书（我觉得不能做必修课），或者辅助读物。这本书侧重点是基于大样本模型的评估，以及统计量极限分布的介绍...

评分☆☆☆☆☆

类似图书点击查看全场最低价

出版者:Academic Press

作者:Halbert White

出品人:

页数:264

译者:

出版时间:2000-10-11

价格:USD 115.95

装帧:Hardcover

isbn号码:9780127466521

丛书系列:

图书标签: Econometrics 计量经济学计量 Statistics Mathematics Finance 美國美国

Asymptotic Theory for Econometricians 2024 pdf epub mobi 电子书图书描述

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 2024 pdf epub mobi 电子书

想要找书就要到本本书屋

onlinetoolsland.com

立刻按 ctrl+D收藏本页

你会得到大惊喜!!