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Finite Sample Econometrics : Advanced Texts in Econometrics - Aman Ullah

Finite Sample Econometrics

Advanced Texts in Econometrics

Paperback

Published: 1st May 2004
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This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of finite sample econometrics, and explores their applications to models covered in a first year graduate course in econometrics, including repression functions, dynamic models, forecasting, simultaneous equations models, panel data models, and censored models. Both linear and nonlinear models, as well as models with normal and non-normal errors, are studied.
About the Series
Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians assess recent developments in such areas as stochastic probability, panel and time series data analysis, modeling, and cointegration. In both hardback and affordable paperback, each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each definitive work is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

1: Introduction 2: Finite Sample Moments 3: Finite Sample Distributions 4: Regression Model 5: Models with Nonscalar Covariance Matrix of Errors 6: Dynamic Time Series Model 7: Simultaneous Equations Model Appendix References

ISBN: 9780198774488
ISBN-10: 0198774486
Series: Advanced Texts in Econometrics
Audience: Professional
Format: Paperback
Language: English
Number Of Pages: 242
Published: 1st May 2004
Publisher: Oxford University Press
Country of Publication: GB
Dimensions (cm): 23.4 x 15.6  x 1.4
Weight (kg): 0.38