Ebook209 pages4 hours
Asymptotic Theory for Econometricians
Rating: 0 out of 5 stars
()
About this ebook
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.
Related to Asymptotic Theory for Econometricians
Related ebooks
Analysis of Economic Time Series: A Synthesis Rating: 0 out of 5 stars0 ratingsMathematical Statistics: A Decision Theoretic Approach Rating: 5 out of 5 stars5/5Stochastic Calculus for Quantitative Finance Rating: 0 out of 5 stars0 ratingsHandbook of Heavy Tailed Distributions in Finance: Handbooks in Finance, Book 1 Rating: 3 out of 5 stars3/5Introduction to Equilibrium Analysis: Variations on Themes by Edgeworth and Walras Rating: 0 out of 5 stars0 ratingsA Graduate Course in Probability Rating: 5 out of 5 stars5/5Stochastic Control by Functional Analysis Methods Rating: 0 out of 5 stars0 ratingsRobustness Rating: 4 out of 5 stars4/5Structural Macroeconometrics: Second Edition Rating: 3 out of 5 stars3/5Econometrics and the Philosophy of Economics: Theory-Data Confrontations in Economics Rating: 0 out of 5 stars0 ratingsPanel Data Econometrics: Theory Rating: 0 out of 5 stars0 ratingsBayesian Estimation of DSGE Models Rating: 5 out of 5 stars5/5Variational Methods in Economics Rating: 0 out of 5 stars0 ratingsFinancial Econometrics: Problems, Models, and Methods Rating: 4 out of 5 stars4/5The Econometrics of Individual Risk: Credit, Insurance, and Marketing Rating: 0 out of 5 stars0 ratingsEssentials of Applied Econometrics Rating: 0 out of 5 stars0 ratingsForecasting Economic Time Series Rating: 5 out of 5 stars5/5Rational Expectations and Inflation: Third Edition Rating: 0 out of 5 stars0 ratingsNotes and Problems in Microeconomic Theory Rating: 5 out of 5 stars5/5Introduction to Stochastic Dynamic Programming Rating: 0 out of 5 stars0 ratingsThe Economics of John Maynard Keynes: The Theory of a Monetary Economy Rating: 0 out of 5 stars0 ratingsHandbook of Econometrics Rating: 5 out of 5 stars5/5Handbook of Financial Econometrics: Tools and Techniques Rating: 0 out of 5 stars0 ratingsMethods for Applied Macroeconomic Research Rating: 3 out of 5 stars3/5Panel Data Econometrics: Empirical Applications Rating: 0 out of 5 stars0 ratingsHandbook of Economic Forecasting Rating: 0 out of 5 stars0 ratingsMarkov Processes for Stochastic Modeling Rating: 5 out of 5 stars5/5Quantitative Trading with R: Understanding Mathematical and Computational Tools from a Quant’s Perspective Rating: 5 out of 5 stars5/5Theory of Games and Statistical Decisions Rating: 4 out of 5 stars4/5
Economics For You
Economics For Dummies, 3rd Edition Rating: 5 out of 5 stars5/5Quiet Leadership: Six Steps to Transforming Performance at Work Rating: 4 out of 5 stars4/5How to Be Everything: A Guide for Those Who (Still) Don't Know What They Want to Be When They Grow Up Rating: 4 out of 5 stars4/5Wise as Fu*k: Simple Truths to Guide You Through the Sh*tstorms of Life Rating: 4 out of 5 stars4/5Economix: How and Why Our Economy Works (and Doesn't Work), in Words and Pictures Rating: 4 out of 5 stars4/5Economics 101: From Consumer Behavior to Competitive Markets--Everything You Need to Know About Economics Rating: 4 out of 5 stars4/5The Intelligent Investor, Rev. Ed: The Definitive Book on Value Investing Rating: 4 out of 5 stars4/5You Can't Lie to Me: The Revolutionary Program to Supercharge Your Inner Lie Detector and Get to the Truth Rating: 4 out of 5 stars4/5Capital in the Twenty-First Century Rating: 4 out of 5 stars4/5The Hard Truth About Soft Skills: Soft Skills for Succeeding in a Hard Wor Rating: 3 out of 5 stars3/5Divergent Mind: Thriving in a World That Wasn't Designed for You Rating: 4 out of 5 stars4/5A History of Central Banking and the Enslavement of Mankind Rating: 5 out of 5 stars5/5Sex Trafficking: Inside the Business of Modern Slavery Rating: 4 out of 5 stars4/5Capitalism and Freedom Rating: 4 out of 5 stars4/5The Richest Man in Babylon: The most inspiring book on wealth ever written Rating: 5 out of 5 stars5/5Recession-Proof Real Estate Investing: How to Survive (and Thrive!) During Any Phase of the Economic Cycle Rating: 5 out of 5 stars5/5The Sovereign Individual: Mastering the Transition to the Information Age Rating: 4 out of 5 stars4/5Principles for Dealing with the Changing World Order: Why Nations Succeed and Fail Rating: 4 out of 5 stars4/5Talking to My Daughter About the Economy: or, How Capitalism Works--and How It Fails Rating: 4 out of 5 stars4/5Chip War: The Fight for the World's Most Critical Technology Rating: 4 out of 5 stars4/5The Lords of Easy Money: How the Federal Reserve Broke the American Economy Rating: 4 out of 5 stars4/5Nickel and Dimed: On (Not) Getting By in America Rating: 4 out of 5 stars4/5The Affluent Society Rating: 4 out of 5 stars4/5The Myth of Capitalism: Monopolies and the Death of Competition Rating: 4 out of 5 stars4/5Confessions of an Economic Hit Man, 3rd Edition Rating: 5 out of 5 stars5/5The Spirit Level: Why Greater Equality Makes Societies Stronger Rating: 4 out of 5 stars4/5The Price of Time: The Real Story of Interest Rating: 5 out of 5 stars5/5
Reviews for Asymptotic Theory for Econometricians
Rating: 0 out of 5 stars
0 ratings
0 ratings0 reviews
Book preview
Asymptotic Theory for Econometricians - Halbert White
Enjoying the preview?
Page 1 of 1