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The refinement of econometric estimation and test procedures : finite sample and asymptotic analysis /
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...
| Clasificación: | Libro Electrónico |
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| Otros Autores: | , |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge, UK ; New York :
Cambridge University Press,
2007.
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| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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. |
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| Descripción Física: | 1 online resource (xxvii, 389 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 368-384) and index. |
| ISBN: | 9780511290701 0511290705 0521870534 9780521870535 0511290101 9780511290107 9780511288869 0511288867 1107171709 9781107171701 1280917512 9781280917516 9786610917518 6610917515 0511320787 9780511320781 0511288840 9780511288845 0511493150 9780511493157 9781107406247 1107406242 |