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Refinement of Econometric Estimation and Test Procedures

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In Stock (587)

£ 132.00

Description

This book concerns the importance of refined asymptotic methods to approximate the finite sample behaviour of econometric estimators and tests. It also features chapters on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology.

Book Details
EAN:
9780521870535
Binding:
Hardback
Dimensions(mm):
229 x 152 x 27
Publication Date:
2007-02-01
Publication Country:
United Kingdom