ENGLISH

Finite sample econometrics

By Aman Ullah

Book information

Publisher
Oxford University Press, USA
Year
2004
ISBN
9780198774471, 0198774478
LCC
HB139 .U45 2004
Open Library ID
OL3327104M
Language
english
Format
PDF
Filesize
2 MB (2436485 bytes)
Series
Advanced Texts in Econometrics
Pages
241\241
Time added
2009-08-06 05:14:26

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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