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The Refinement of Econometric Estimation and Test Procedures : Finite Sample and Asymptotic Analysis

By: Elias Tzavalis (Edited by) , Garry D. A. Phillips (Edited by)

Manufacture on Demand

Ksh 11,650.00

Format: Paperback or Softback

ISBN-10: 1107406242

ISBN-13: 9781107406247

Publisher: Cambridge University Press

Imprint: Cambridge University Press

Country of Manufacture: GB

Country of Publication: GB

Publication Date: Aug 9th, 2012

Publication Status: Active

Product extent: 418 Pages

Weight: 560.00 grams

Dimensions (height x width x thickness): 22.90 x 15.20 x 2.20 cms

Product Classification / Subject(s): Economic statistics

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This book concerns the importance of refined asymptotic methods to approximate the finite sample behaviour of econometric estimators and tests. It also features chapters on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology.

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