The Refinement of Econometric Estimation and Test Procedures

The Refinement of Econometric Estimation and Test Procedures
Author :
Publisher : Cambridge University Press
Total Pages : 368
Release :
ISBN-10 : 9781139463119
ISBN-13 : 113946311X
Rating : 4/5 (11X Downloads)

Book Synopsis The Refinement of Econometric Estimation and Test Procedures by : Garry D. A. Phillips

Download or read book The Refinement of Econometric Estimation and Test Procedures written by Garry D. A. Phillips and published by Cambridge University Press. This book was released on 2007-02-01 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


The Refinement of Econometric Estimation and Test Procedures Related Books

The Refinement of Econometric Estimation and Test Procedures
Language: en
Pages: 368
Authors: Garry D. A. Phillips
Categories: Business & Economics
Type: BOOK - Published: 2007-02-01 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

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 v
Applied Econometric Analysis Using Cross Section and Panel Data
Language: en
Pages: 625
Authors: Deep Mukherjee
Categories: Business & Economics
Type: BOOK - Published: 2024-01-03 - Publisher: Springer Nature

DOWNLOAD EBOOK

This book is a collection of 20 chapters on chosen topics from cross-section and panel data econometrics. It explores both theoretical and practical aspects of
Micro-Econometrics
Language: en
Pages: 789
Authors: Myoung-jae Lee
Categories: Business & Economics
Type: BOOK - Published: 2009-09-28 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Up-to-date coverage of most micro-econometric topics; first half parametric, second half semi- (non-) parametric Many empirical examples and tips in applying ec
Time Series and Panel Data Econometrics
Language: en
Pages: 1443
Authors: M. Hashem Pesaran
Categories: Business & Economics
Type: BOOK - Published: 2015-10-01 - Publisher: Oxford University Press

DOWNLOAD EBOOK

This book is concerned with recent developments in time series and panel data techniques for the analysis of macroeconomic and financial data. It provides a rig
The Oxford Handbook of Panel Data
Language: en
Pages: 705
Authors: Badi Hani Baltagi
Categories: Business & Economics
Type: BOOK - Published: 2015 - Publisher:

DOWNLOAD EBOOK

The Oxford Handbook of Panel Data examines new developments in the theory and applications of panel data. It includes basic topics like non-stationary panels, c