ENGLISH

Finite Sample Econometrics (Advanced Texts in Econometrics)

By Aman Ullah

Book information

Year
2004
ISBN
0198774478, 9780198774471, 9780191525056
LCC
HB139 .U45 2004
Open Library ID
OL3327104M
Language
english
Format
PDF
Filesize
5 MB (5132063 bytes)
Edition
First Edition
Pages
240\241
Scanned
yes
Time added
2011-06-04 13:46:07

Description

This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which 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.

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