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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis

The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis

Phillips, Garry D. a.
Tzavalis, Elias

Paperback

Economics

ISBN10: 1107406242
ISBN13: 9781107406247
Publisher: Cambridge
Published: Aug 9 2012
Pages: 418
Weight: 1.23
Height: 0.85 Width: 6.00 Depth: 9.00
Language: English
The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations to small sample behaviour using asymptotic expansions. Dedicated to the memory of Michael Magdalinos, whose work is a major contribution to this area, this book contains chapters directly concerned with refined asymptotic methods. In addition, there are chapters focusing 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. With contributions from leading econometricians, this collection will be essential reading for researchers and graduate students concerned with the use of asymptotic methods in econometric analysis.

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