Finite Sample Econometrics Paperback / softback
by Aman (, Professor of Economics, University of California, Riverside) Ullah
Part of the Advanced Texts in Econometrics series
Paperback / softback
Description
This text provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved since the 1950s.
Within this framework, the book 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.
Finite sample results are extremely useful for applied researchers doing proper econometric analysis with small or moderately large sample data.
Finite sample econometrics also provides the results for very large (asymptotic) samples.
This book provides simple and intuitive presentations of difficult concepts, unified and heuristic developments of methods and applications to various econometric models.
It provides a new perspective on teaching and research in econometrics, statistics and other applied subjects.
Information
-
Out of stock
- Format:Paperback / softback
- Pages:242 pages
- Publisher:Oxford University Press
- Publication Date:20/05/2004
- Category:
- ISBN:9780198774488
Information
-
Out of stock
- Format:Paperback / softback
- Pages:242 pages
- Publisher:Oxford University Press
- Publication Date:20/05/2004
- Category:
- ISBN:9780198774488
