Asymptotic Theory for Econometricians (English, Halbert White)
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Book Details
Publisher
Academic Press
Language
English
ISBN-13
9780127466521
ISBN-10
0127466525
Author
Halbert White
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
ISBN-13: 9780127466521
ISBN-10: 0127466525
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Product ID: isbn-9780127466521
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