عنوان

The refinement of econometric estimation and test procedures :

شابک

0511288840

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0511288867

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0511290101

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0511290705

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0511320787

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0511493150

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0521870534

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1107171709

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1280917512

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6610917515

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9780511288845

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9780511288869

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9780511290107

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9780511290701

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9780511320781

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9780511493157

شابک

9780521870535

شابک

9781107171701

شابک

9781280917516

شابک

9786610917518

شماره

b748106

عنوان اصلي

The refinement of econometric estimation and test procedures :

نام عام مواد

[Book]

ساير اطلاعات عنواني

finite sample and asymptotic analysis /

نام نخستين پديدآور

edited by Garry D.A. Phillips and Elias Tzavalis.

محل نشرو پخش و غیره

New York :

نام ناشر، پخش کننده و غيره

Cambridge University Press,

تاریخ نشرو بخش و غیره

2007.

نام خاص و کميت اثر

1 online resource (xxvii, 389 pages) :

ساير جزييات

illustrations

متن يادداشت

Includes bibliographical references (pages 368-384) and index.

متن يادداشت

Conditional heteroskedasticity models with Pearson disturbances / Michael A. Magdalinos and George P. Mitsopoulos -- The instrumental variables method revisited: on the nature and choice of optimal instruments / Aris Spanos -- Nagar-type moment approximations in simultaneous equation models: some further results / Garry D.A. Phillips -- Local GEL methods for conditional moment restrictions / Richard J. Smith -- Limit theory for moderate deviations from a unit root under weak dependence / Peter C.B. Phillips and Tassos Magdalinos -- The structure of multiparameter tests / Christopher L. Cavanagh and Thomas J. Rothenberg -- Cornish-Fisher size corrected t and f statistics for the linear regression model with heteroscedastic errors / Spyridon D. Symeonides, Helen Kandilorou and Elias Tzavalis -- Non-parametric specification testing of non-nested econometric models / Qi Li and Thanasis Stengos -- Testing for autocorrelation in systems of equations / Phoebus J. Dhrymes -- Alternative approaches to estimation and inference in large multifactor panels: small sample results with an application to modelling of asset returns / George Kapetanios and M. Hashem Pesaran -- Judging contending estimators by simulation: tournaments in dynamic panel data models / Jan F. Kiviet -- A statistical proof of the transformation theorem / Karim M. Abadir and Jan R. Magnus -- On the joint density of the sum and sum of squares of non-negative random variables / Grant Hillier -- Conditional response analysis / Grayham E. Mizon and Anna Starszewska.

بدون عنوان

0

متن يادداشت

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.

عنوان

Refinement of econometric estimation and test procedures.

شماره استاندارد بين المللي کتاب و موسيقي

9780521870535

موضوع مستند نشده

Econometrics.

موضوع مستند نشده

Estimation theory.

موضوع مستند نشده

Économétrie.

موضوع مستند نشده

Estimation, Théorie de l'

موضوع مستند نشده

BUSINESS & ECONOMICS-- Economics-- Theory.

موضوع مستند نشده

Econometrics.

موضوع مستند نشده

Econometrische modellen.

موضوع مستند نشده

Estimation theory.

موضوع مستند نشده

Schattingen.

موضوع مستند نشده

BUS-- 069030

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Phillips, G. D. A.

مستند نام اشخاص تاييد نشده

Tzavalis, Elias.

تاريخ عمليات

20201204081017.0

قواعد فهرست نويسي ( بخش توصيفي )

pn

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y