Author: William Messiha Mikhail
Publisher:
ISBN:
Category : Academic theses
Languages : en
Pages : 0
Book Description
A study of the finite-sample properties of some econometric estimators
Author: William Messiha Mikhail
Publisher:
ISBN:
Category : Academic theses
Languages : en
Pages : 0
Book Description
Publisher:
ISBN:
Category : Academic theses
Languages : en
Pages : 0
Book Description
Finite Sample Properties of Two-stage Estimators
Author: Benjamin Kwok
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 420
Book Description
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 420
Book Description
Finite Sample Econometrics
Author: Aman Ullah
Publisher: Oxford University Press
ISBN: 0198774478
Category : Business & Economics
Languages : en
Pages : 241
Book Description
This text provides a comprehensive treatment of finite sample statistics and econometrics. Within this framework, the book discusses the basic analytical tools of finite sample econometrics and explores their applications to models covered in a first year graduate course in econometrics.
Publisher: Oxford University Press
ISBN: 0198774478
Category : Business & Economics
Languages : en
Pages : 241
Book Description
This text provides a comprehensive treatment of finite sample statistics and econometrics. Within this framework, the book discusses the basic analytical tools of finite sample econometrics and explores their applications to models covered in a first year graduate course in econometrics.
Finite Sample Econometrics
Author: Aman Ullah
Publisher: OUP Oxford
ISBN: 0191525057
Category : Social Science
Languages : en
Pages : 240
Book Description
This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of finite sample econometrics, and explores their applications to models covered in a first year graduate course in econometrics, including repression functions, dynamic models, forecasting, simultaneous equations models, panel data models, and censored models. Both linear and nonlinear models, as well as models with normal and non-normal errors, are studied. Finite sample results are extremely useful for applied researchers doing proper econometric analysis with small or moderately large sample data. Finite sample econometrics also provides the results for very large (asymptotic) samples. This book provides simple and intuitive presentations of difficult concepts, unified and heuristic developments of methods, and applications to various econometric models. It provides a new perspective on teaching and research in econometrics, statistics, and other applied subjects.
Publisher: OUP Oxford
ISBN: 0191525057
Category : Social Science
Languages : en
Pages : 240
Book Description
This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of finite sample econometrics, and explores their applications to models covered in a first year graduate course in econometrics, including repression functions, dynamic models, forecasting, simultaneous equations models, panel data models, and censored models. Both linear and nonlinear models, as well as models with normal and non-normal errors, are studied. Finite sample results are extremely useful for applied researchers doing proper econometric analysis with small or moderately large sample data. Finite sample econometrics also provides the results for very large (asymptotic) samples. This book provides simple and intuitive presentations of difficult concepts, unified and heuristic developments of methods, and applications to various econometric models. It provides a new perspective on teaching and research in econometrics, statistics, and other applied subjects.
Finite-sample Properties of System Estimators of Structural Coefficients in a Classical Model
Author: Borwornsri Somboonpanya
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 190
Book Description
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 190
Book Description
Finite Sample Properties of Two-stage Estimators
Author: Benjamin Kwok
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 0
Book Description
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 0
Book Description
Handbook of Econometrics
Author: Zvi Griliches
Publisher: Elsevier
ISBN: 9780444861856
Category : Econometrics
Languages : en
Pages : 804
Book Description
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.
Publisher: Elsevier
ISBN: 9780444861856
Category : Econometrics
Languages : en
Pages : 804
Book Description
The Handbook is a definitive reference source and teaching aid for econometricians. It examines models, estimation theory, data analysis and field applications in econometrics. Comprehensive surveys, written by experts, discuss recent developments at a level suitable for professional use by economists, econometricians, statisticians, and in advanced graduate econometrics courses.
Contributions to Econometrics
Author: John Denis Sargan
Publisher: CUP Archive
ISBN: 9780521342643
Category : Business & Economics
Languages : en
Pages : 314
Book Description
Publisher: CUP Archive
ISBN: 9780521342643
Category : Business & Economics
Languages : en
Pages : 314
Book Description
Some Evidence on Finite Sample Properties of Zellner's Seemingly Unrelated Regressions Estimator
Author: James M. Johannes
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
The Finite Sample Properties of Ridge Estimators
Author: K. R. Kadiyala
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 284
Book Description
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 284
Book Description