The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis - Garry D a Phillips - Books - Cambridge University Press - 9781107406247 - August 9, 2012
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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, black & white illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 9, 2012
ISBN13 9781107406247
Publishers Cambridge University Press
Pages 418
Dimensions 229 × 150 × 25 mm   ·   592 g
Language English  
Editor Phillips, Garry D. A. (Cardiff University)
Editor Tzavalis, Elias (University of Athens, Greece)

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