Close
Enter your search into one or more of the boxes below:
You can refine your search by selecting from any of the options below:
Search
Asymptotic Theory for Econometricians
Foyalty 227

Asymptotic Theory for Econometricians (Hardback)

£74.99
Despatched in 2 business days.

Synopsis

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 investigates situations concerning large numbers, in which the assumptions of the classical linear model fail. Economists, of course, face these situations often. It includes completely revised chapter seven on functional central limit theory and its applications, specifically unit root regression, spurious regression, and regression with cointegrated processes. It includes updated material on: central limit theory; asymptotically efficient instrumental variables estimation; estimation of asymptotic covariance matrices; efficient estimation with estimated error covariance matrices; and efficient IV estimation.

BusinessEconomicsEconometricsBusinessEconomicsEconomic theory & philosophy Publisher: Emerald Publishing Limited Publication Date: 11/10/2000 ISBN-13: 9780127466521  Details: Type: Hardback Format: Books
Availability: Despatched in 2 business days. Login for Quick Checkout Add to Basket

More books by Halbert White

Leave Review

Delivery

Delivery Options

All delivery times quoted are the average, and cannot be guaranteed. These should be added to the availability message time, to determine when the goods will arrive. During checkout we will give you a cumulative estimated date for delivery.

Location 1st Book Each additional book Average Delivery Time
UK Standard Delivery FREE FREE 3-5 Days
UK First Class £4.50 £1.00 1-2 Days
UK Courier £7.00 £1.00 1-2 Days
Western Europe** Courier £17.00 £3.00 2-3 Days
Western Europe** Airmail £5.00 £1.50 4-14 Days
USA / Canada Courier £20.00 £3.00 2-4 Days
USA / Canada Airmail £7.00 £3.00 4-14 Days
Rest of World Courier £22.50 £3.00 3-6 Days
Rest of World Airmail £8.00 £3.00 7-21 Days

** Includes Austria, Belgium, Denmark, France, Germany, Greece, Iceland, Irish Republic, Italy, Luxembourg, Netherlands, Portugal, Spain, Sweden and Switzerland.

Delivery Help & FAQs

Returns Information

If you are not completely satisfied with your purchase*, you may return it to us in its original condition with in 30 days of receiving your delivery or collection notification email for a refund. Except for damaged items or delivery issues the cost of return postage is borne by the buyer. Your statutory rights are not affected.

* For Exclusions and terms on damaged or delivery issues see Returns Help & FAQs

You might also like

Tax Policy and the Economy, Volume 32
(Hardback)
Robert A. Moffitt
 
 
£45.00
 
The Principles of Political Economy:...
(Paperback)
J. R. McCulloch
 
 
£33.00
 
World Inequality Report 2018
(Paperback)
Facundo Alvaredo; Lucas Chancel;...
 
 
£18.95
 
The Community of Advantage: A...
(Hardback)
Robert Sugden
 
 
£25.00
 
© W&G Foyle Ltd
Foyles uses cookies to help ensure your experience on our site is the best possible. Click here if you’d like to find out more about the types of cookies we use.
Accept and Close