Refinement of econometric estimation and test procedures, the: finite sample and asymptotic analysis
Éditeur :
Cambridge University Press
ISBN :
9781107406247
Date de publication :
9 août 2012
Dimensions :
22,9 x 15,2 x 2,2 cm
Poids :
560 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.