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Asymptotic theory for econometricians /
This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians. In addition, because economic dat...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Orlando :
Academic Press,
1984.
|
| Colección: | Economic theory, econometrics, and mathematical economics.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a White, Halbert. | |
| 245 | 1 | 0 | |a Asymptotic theory for econometricians / |c Halbert White. |
| 264 | 1 | |a Orlando : |b Academic Press, |c 1984. | |
| 300 | |a 1 online resource (x, 228 pages) | ||
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| 490 | 1 | |a Economic theory, econometrics, and mathematical economics | |
| 504 | |a Includes bibliographical references and index. | ||
| 520 | |a This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians. In addition, because economic data are generated in a variety of different contexts (time series, cross sections, time series--cross sections), we pay particular attention to the similarities and differences in the techniques appropriate to each of these contexts. | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Front Cover; Asymptotic Theory for Econometricians; Copyright Page; Dedication; Table of Contents; Preface; CHAPTER I. The Linear Model and Instrumental Variables Estimators; Text; References; For Further Reading; CHAPTER II. Consistency; II. 1 Limits; II. 2 Almost Sure Convergence; II. 3 Convergence in Probability; II. 4 Convergence in rth Mean; References; CHAPTER III. Laws of Large Numbers; III. 1 Independent Identically Distributed Observations; III. 2 Independent Heterogeneously Distributed Observations; III. 3 Dependent Identically Distributed Observations | |
| 505 | 8 | |a III. 4 Dependent Heterogeneously Distributed ObservationsIII. 5 Martingale Difference Sequences; References; CHAPTER IV. Asymptotic Normality; IV. 1 Convergence in Distribution; IV. 2 Hypothesis Testing; IV. 3 Asymptotic Efficiency; References; CHAPTER V. Central Limit Theory; V.1 Independent Identically Distributed Observations; V.2 Independent Heterogeneously Distributed Observations; V.3 Dependent Identically Distributed Observations; V.4 Dependent Heterogeneously Distributed Observations; V.5 Martingale Difference Sequences; References; CHAPTER VI. Estimating Asymptotic Covariance Matrices | |
| 546 | |a English. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Econometrics |x Asymptotic theory. | |
| 650 | 6 | |a Économétrie |x Théorie asymptotique. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Economics |x General. |2 bisacsh | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Reference. |2 bisacsh | |
| 650 | 7 | |a Econometrics |x Asymptotic theory |2 fast | |
| 650 | 7 | |a Ökonometrie |2 gnd | |
| 650 | 7 | |a Asymptotik |2 gnd | |
| 650 | 7 | |a Asymptotische Statistik |2 gnd | |
| 650 | 7 | |a Modèles économétriques. |2 ram | |
| 650 | 7 | |a Mathématiques économiques. |2 ram | |
| 650 | 7 | |a Économétrie. |2 ram | |
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| 830 | 0 | |a Economic theory, econometrics, and mathematical economics. | |
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