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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.

紀錄類型:	書目-電子資源 : 單行本
正題名/作者:	The Refinement of Econometric Estimation and Test Procedures :/
其他題名:	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. -
電子資源:	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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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
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856 4 0 $z Click here to view book $u http://ebooks.cambridge.org/ebook.jsf?bid=CBO9780511493157

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