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The Refinement of Econometric Estima...

Phillips, Garry D. A.

The Refinement of Econometric Estimation and Test Procedures : = Finite Sample and Asymptotic Analysis.

Record Type:	Electronic resources : Monograph/item
Title/Author:	The Refinement of Econometric Estimation and Test Procedures :/
Reminder of title:	Finite Sample and Asymptotic Analysis.
Author:	Phillips, Garry D. A.
other author:	Tzavalis, Elias.
Published:	Leiden :Cambridge University Press, : 2007.,
Description:	419 p.
Subject:	Econometrics. -
Online resource:	Click here to view book
ISBN:	9780511493157 (electronic bk.)

The Refinement of Econometric Estimation and Test Procedures : = 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:

120795
Econometrics.
Index Terms--Genre/Form:

96803
Electronic books.

LC Class. No.: HB139 .R44 2007eb

Dewey Class. No.: 330.01/519287

The Refinement of Econometric Estimation and Test Procedures : = Finite Sample and Asymptotic Analysis.
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020 $a 9780511493157 (electronic bk.)
020 $a 9780521870535 (print)
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050 0 0 $a HB139 .R44 2007eb
082 0 0 $a 330.01/519287
100 1 $a Phillips, Garry D. A. $3 277611
245 1 4 $a The Refinement of Econometric Estimation and Test Procedures : $b Finite Sample and Asymptotic Analysis. $h [electronic resource].
260 $a Leiden : $c 2007. $b Cambridge University Press,
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 120795
655 7 $a Electronic books. $2 local. $3 96803
700 1 $a Tzavalis, Elias. $3 277612
710 2 $a Ebooks Corporation. $3 197505
776 1 $z 9780521870535
856 4 0 $z Click here to view book $u http://ebooks.cambridge.org/ebook.jsf?bid=CBO9780511493157

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