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Academic Press

Asymptotic Theory for Econometricians (English, Halbert White)

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About the Book

This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. An econometric estimator is a solution to an optimization problem; that is, a problem that requires a body of techniques to determine a specific solution in a defined set of possible alternatives that best satisfies a selected object function or set of constraints. Thus, this highly mathematical book investigat…

ISBN: 9780127466521

Specifications

PublisherAcademic Press
LanguageEnglish
ISBN-139780127466521
ISBN-100127466525
AuthorHalbert White