Asymptotic Theory for Econometricians - 1st Edition - ISBN: 9780127466507, 9781483294421

Asymptotic Theory for Econometricians

1st Edition

Series Editors: Karl Shell
Authors: Halbert White
eBook ISBN: 9781483294421
Imprint: Academic Press
Published Date: 1st April 1984
Page Count: 288
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Table of Contents

Preface. The Linear Model and Instrumental Variables Estimators. Consistency. Laws of Large Numbers. Asymptotic Normality. Central Limit Theory. Estimating Asymptotic Covariance Matrices. Efficient Estimation with Estimated Error Covariance. Directions for Further Study. Solutions Set. Index.


Description

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.

Readership

Graduate students taking courses in Econometrics beyond the introductory level.


Details

No. of pages:
288
Language:
English
Copyright:
© Academic Press 1984
Published:
Imprint:
Academic Press
eBook ISBN:
9781483294421

Ratings and Reviews


About the Series Editors

Karl Shell Series Editor

Affiliations and Expertise

Cornell University

About the Authors

Halbert White Author

Affiliations and Expertise

University of California, San Diego, La Jolla, U.S.A.