This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available. 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 . Large sample theory and the fundamental tools of asymptotic theory converge in Asymptotic Theory for Econometricians is intended both as a reference for.
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Return to Book Page. Trivia About Asymptotic Theory Yuss added it Dec 07, Want to Read saving…. Thus, this highly mathematical book investigates situations concerning large numbers, in which the assumptions of the classical linear model fail.
Asymptotic Theory for Econometricians by Halbert White
From inside the book. Huai-Jie Yao marked it as to-read Aug 11, Steven marked it as to-read Feb 11, Directions for Further Study. My library Help Advanced Book Search.
Account Options Sign in. Estimating Asymptotic Covariance Matrices. Access Online via Elsevier Amazon. Asymptotic theory for econometricians Halbert White Snippet view – In addition, because economwtricians data The scope of the book remains the same as that of the First Edition, with sufficient material to fill a full year’s course work.
Asymptotic Theory for Econometricians
Open Preview See a Problem? There are no discussion topics on this book yet. Common terms and phrases analogous apply assumption asymptotic distribution asymptotic normality asymptotically efficient avar Cauchy-Schwartz inequality central limit theorem Chapter characteristic function conditional expectation conditions of Exercise conditions of Theorem consider consistent econometrricians convergence in probability Corollary 3.
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Hendry Limited preview – New material on functional central limit theory and its applications, material on tbeory, and many small points make this Revised Edition a comprehensive and unified treatment of large sample theory. Mico Mrkaic rated it it was amazing Dec 27, Robert Kulzick rated it it was amazing Jun 13, Oleg Kitov added it Jun 11, My library Help Advanced Book Search. Ahnaf Al Rafi marked it as to-read Jun 05, Asymptotic theory for econometricians.
Patrick Bajari rated it really yheory it Jan 26, Jone marked it as to-read Sep 13, The amount of financial data created every day by world stock markets, world governments, financial institutions, and other sources, is increasing at an enormous rate. Asymptotic theory for econometricians Halbert White Snippet view – An econometric estimator is a solution to an optimization problem; that is, a problem that requires a body of techniques to determine a specific solution in a defined set of possible alternatives that best satisfies a selected object function or set of constraints.
Halbert WhiteHalbert L.
Classical linear models of economics have failed to deal with such large amounts of data, and asymptotic theory is the tool that economists have come to rely on for this type of data management.
In addition, because economic data are generated in a variety of different contexts time series, cross sections, time series–cross sectionswe pay particular attention to the similarities and differences in the techniques appropriate to each of these contexts.
References to this book Dynamic Econometrics David F. Dispatched from the UK in 1 business day When will my order arrive? To see what your friends thought of this book, please sign up.
Leonardo added it Sep 19, Refresh and try again. It includes completely revised chapter seven on functional central limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes.
Want to Read Currently Reading Read. Goodreads helps you keep track of books you want to read. Asymptotic Theory for Econometricians. It assumes that the reader is familiar with the basic concepts of probability and statistics as fof as with calculus and linear algebra, and that the reader also has a good understanding of the classical linear model.
Harvey Limited preview – Books by Halbert White.