Finite Sample Econometrics

Aman Ullah

Anno: 2004
Rilegatura: Paperback / softback
Pagine: 242 p.
Testo in English
Dimensioni: 234 x 156 mm
Peso: 377 gr.
  • EAN: 9780198774488
pagabile con 18App pagabile con Carta del Docente

Articolo acquistabile con 18App e Carta del Docente

€ 66,21

€ 71,19

Risparmi € 4,98 (7%)

Venduto e spedito da IBS

66 punti Premium

Disponibile in 4/5 settimane

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.