The Refinement of Econometric Estimation and Test Procedures
Finite Sample and Asymptotic Analysis
Normal Price: $190.00
Your Price: $171.00 AUD, inc. GST
Shipping: $6.95 per order
You Save: $19.00! (10% off normal price)
Plus...earn $8.55 in Boomerang Bucks
Availability: Available to Backorder, No Due Date for Supply
Refinement of Econometric Estimation and Test Procedures by Garry D. A. Phillips
Book DescriptionThe 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.
Buy Refinement of Econometric Estimation and Test Procedures book by Garry D. A. Phillips from Australia's Online Bookstore, Boomerang Books.
Book DetailsISBN: 9780521870535
(228mm x 152mm x 27mm)
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 1-Feb-2007
Country of Publication: United Kingdom
Books By Author Garry D. A. Phillips
Refinement of Econometric Estimation and Test Procedures, Paperback (August 2012)» View all books by Garry D. A. Phillips
The main theme of this book is the importance of refined asymptotic methods to econometric analysis.
» Have you read this book? We'd like to know what you think about it - write a review about Refinement of Econometric Estimation and Test Procedures book by Garry D. A. Phillips and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a member - it's free to sign up!)
Author Biography - Garry D. A. Phillips
Garry D. A. Phillips is Professor of Econometrics and Distinguished Senior Research Fellow in the Economics section of Cardiff Business School, Cardiff University. Elias Tzavalis is Professor of Financial Econometrics in the Department of Economics, Athens University of Economics and Business.
Bestselling Books: Our Current Bestsellers | Australia's Hottest 1000 Books | Bestselling Fiction | Bestselling Crime Mysteries and Thrillers | Bestselling Non Fiction Books | Bestselling Sport Books | Bestselling Gardening and Handicrafts Books | Bestselling Biographies | Bestselling Food and Drink | Bestselling History | Bestselling Travel Books | Bestselling School Textbooks & Study Guides | Bestselling Children's General Non-Fiction | Bestselling Young Adult Fiction | Bestselling Children's Fiction | Bestselling Picture Books | Top 100 US Bestsellers
Phone: 1300 36 33 32 (9am-5pm Mon-Fri AEST) - International: +61 2 9960 7998 - Online Form
Address: Boomerang Books, 878 Military Road, Mosman Junction, NSW, 2088
© 2003-2016. All Rights Reserved. Eclipse Commerce Pty Ltd - ACN: 122 110 687 - ABN: 49 122 110 687
For every $20 you spend on books, you will receive $1 in Boomerang Bucks loyalty dollars. You can use your Boomerang Bucks as a credit towards a future purchase from Boomerang Books. Note that you must be a Member (free to sign up) and that conditions do apply.