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The Refinement of Econometric Estima...

Ebooks Corporation.

The Refinement of Econometric Estimation and Test Procedures :[electronic resource].Finite Sample and Asymptotic Analysis.

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
杜威分類號:	330.01/519287
書名/作者:	The Refinement of Econometric Estimation and Test Procedures : : Finite Sample and Asymptotic Analysis.
作者:	Phillips, Garry D. A.
其他作者:	Tzavalis, Elias.
出版者:	Leiden : : Cambridge University Press,, 2007.
面頁冊數:	419 p.
標題:	Econometrics.
ISBN:	9780511493157 (electronic bk.)
ISBN:	9780521870535 (print)
內容註:	Cover; Half-title; Title; Copyright; Dedication; Contents; List of figures; List of tables; List of contributors; Preface; Acknowledgements; Michael Magdalinos 1949–2002; Introduction; 1 Conditional Heteroskedasticity Models with Pearson Family Disturbances; 2 The Instrumental Variables Method Revisited: On the Nature and Choice of Optimal Instruments; 3 Nagar-Type Moment Approximations in Simultaneous Equation Models: Some Further Results; 4 Local GEL Methods for Conditional Moment Restrictions; 5 Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence
摘要、提要註:	The main theme of this book is the importance of refined asymptotic methods to econometric analysis.
電子資源:	Click here to view book

The Refinement of Econometric Estimation and Test Procedures :[electronic resource].Finite Sample and Asymptotic Analysis.
Phillips, Garry D. A.

The Refinement of Econometric Estimation and Test Procedures :Finite Sample and Asymptotic Analysis.[electronic resource]. - Leiden :Cambridge University Press,2007. - 419 p.

Cover; Half-title; Title; Copyright; Dedication; Contents; List of figures; List of tables; List of contributors; Preface; Acknowledgements; Michael Magdalinos 1949–2002; Introduction; 1 Conditional Heteroskedasticity Models with Pearson Family Disturbances; 2 The Instrumental Variables Method Revisited: On the Nature and Choice of Optimal Instruments; 3 Nagar-Type Moment Approximations in Simultaneous Equation Models: Some Further Results; 4 Local GEL Methods for Conditional Moment Restrictions; 5 Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence

The main theme of this book is the importance of refined asymptotic methods to econometric analysis.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511493157 (electronic bk.)Subjects--Topical Terms:

186734
Econometrics.
Index Terms--Genre/Form:

336502
Electronic books.

LC Class. No.: HB139 .R44 2007eb

Dewey Class. No.: 330.01/519287

The Refinement of Econometric Estimation and Test Procedures :[electronic resource].Finite Sample and Asymptotic Analysis.
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020 $a 9780511493157 (electronic bk.)
020 $a 9780521870535 (print)
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245 1 4 $a The Refinement of Econometric Estimation and Test Procedures : $b Finite Sample and Asymptotic Analysis. $h [electronic resource].
260 $a Leiden : $b Cambridge University Press, $c 2007.
300 $a 419 p.
505 0 $a Cover; Half-title; Title; Copyright; Dedication; Contents; List of figures; List of tables; List of contributors; Preface; Acknowledgements; Michael Magdalinos 1949–2002; Introduction; 1 Conditional Heteroskedasticity Models with Pearson Family Disturbances; 2 The Instrumental Variables Method Revisited: On the Nature and Choice of Optimal Instruments; 3 Nagar-Type Moment Approximations in Simultaneous Equation Models: Some Further Results; 4 Local GEL Methods for Conditional Moment Restrictions; 5 Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence
505 8 $a 6 The Structure of Multiparameter Tests7 Cornish–Fisher Size Corrected t and F Statistics for the Linear Regression Model with Heteroscedastic Errors; 8 Non-Parametric Specification Testing of Non-Nested Econometric Models; 9 Testing for Autocorrelation in Systems of Equations; 10 Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling Asset Returns; 11 Judgi
520 $a The main theme of this book is the importance of refined asymptotic methods to econometric analysis.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
650 4 $a Econometrics. $3 186734
655 7 $a Electronic books. $2 local $3 336502
700 1 $a Tzavalis, Elias. $3 567038
710 2 $a Ebooks Corporation. $3 380544
776 1 $z 9780521870535
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