The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis - Garry D a Phillips - Books - Cambridge University Press - 9780521870535 - February 1, 2007
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Garry D a Phillips
The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis

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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.

418 pages, 33 tables

Media Books     Hardcover Book   (Book with hard spine and cover)
Released February 1, 2007
ISBN13 9780521870535
Publishers Cambridge University Press
Pages 418
Dimensions 152 × 229 × 27 mm   ·   802 g
Language English  
Editor Phillips, Garry D. A. (Cardiff University)
Editor Tzavalis, Elias (University of Athens, Greece)

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