Wow! eBook
Asymptotic Theory for Econometricians
Author(s): Halbert White (Author), Karl Shell
- Publisher: Academic Press
- Publication Date: December 6, 2014
- Language: English
- Print length: 240 pages
- ISBN-10: 1493308645
- ISBN-13: 9781493308644
Book 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.
