Finite Sample Econometrics

Aman Ullah - Collection Advanced Texts in Econometrics

230 pages, parution le 09/06/2004

Ajouter à une liste

Indisponible

Résumé

Finite sample results are extremely useful for applied researchers doing proper econometric analysis, especially with small or moderately large sample data. As a solid introduction to this field, this book provides simple and intuitive presentations of difficult concepts, unified and heuristic developments of methods, and application: to various econometric models.

This is the first book to discuss the basic analytical tools of finite sample econometrics and explore their applications to models covered in a first-year graduate course in econometrics. It provides a new perspective on teaching and research in econometrics, statistics, and other applied subjects, covering regression functions, dynamic models, forecasting, simultaneous equations models, panel data models, and censored models. It studies both linear and nonlinear models, as well as models with normal and non-normal errors.

Finite Sample Econometrics is an excellent introduction and resource for researchers in economics, statistics, psychology, sociology, engineering, and the medical sciences, and for graduate students in econometrics, statistics, and other applied sciences.

L'auteur - Aman Ullah

Aman Ullah, Professor of Economics, University of California, Riverside

Sommaire

Introduction
Finite Sample Moments
Finite Sample Distributions
Regression Model
Models with Nonscalar Covariance Matrix of Errors
Dynamic Time Series Model
Simultaneous Equations Model
A. Statistical Methods

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Oxford University Press
Auteur(s)	Aman Ullah
Collection	Advanced Texts in Econometrics
Parution	09/06/2004
Nb. de pages	230
Format	15,5 x 23,5
Couverture	Broché
Poids	375g
Intérieur	Noir et Blanc
EAN13	9780198774488
ISBN13	978-0-19-877448-8