Get Free Shipping on orders over $79
Asymptotic Theory for Econometricians : Economic Theory, Econometrics, and Mathematical Economics - Halbert White
eTextbook alternate format product

Instant online reading.
Don't wait for delivery!

Go digital and save!

Asymptotic Theory for Econometricians

By: Halbert White

Hardcover | 11 October 2000 | Edition Number 2

At a Glance

Hardcover


$305.75

or 4 interest-free payments of $76.44 with

 or 

Ships in 15 to 25 business days

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.
Key Features
* Completely revised Chapter Seven on functional central limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes
* Updated material on:
* Central limit theory
* Asymptotically efficient instrumental variables estimation
* Estimation of asymptotic covariance matrices
* Efficient estimation with estimated error covariance matrices
* Efficient IV estimation

More in Econometrics

The Art of Statistics : Learning from Data - David Spiegelhalter

RRP $26.99

$22.99

15%
OFF
Basic Business Statistics + PHStat for Statistics : 5th Edition - Mark Berenson

RRP $159.95

$127.75

20%
OFF
Modeling and Simulation in Economics - Eve Boulonne
Modeling and Simulation in Economics - Eve Boulonne
Naked Statistics : Stripping the Dread from the Data - Charles Wheelan
Quantitative Methods for Business (Custom Edition) : 3rd Edition - Mark Berenson
Introductory Econometrics : 7th edition - A Modern Approach - Jeffrey M. Wooldridge
Introduction to Econometrics : 5th edition - Christopher Dougherty

RRP $140.95

$116.75

17%
OFF
Sampling : 3rd Edition - Design and Analysis - Sharon L. Lohr

RRP $154.00

$113.75

26%
OFF
Applied Statistics in Business and Economics ISE : 8th Edition - David Doane
Operations and Supply Chain Management : 3rd Edition - David Collier

RRP $182.95

$145.99

20%
OFF
Transportation : 10th Edition - A Global Supply Chain Perspective - Robert Novack
Principles of Human Physiology, Global Edition : 6th edition - Cindy Stanfield
Accounting : 9th Edition - Tracie Miller-Nobles

RRP $206.95

$155.99

25%
OFF
Business Analytics : 5th Cengage International Edition - Jeffrey D. Camm
Business Statistics : 4th Global Edition - Norean Sharpe

RRP $154.30

$117.75

24%
OFF
Microeconomics : 3rd Global Edition - Daron Acemoglu

RRP $146.95

$105.75

28%
OFF