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    Asymptotic Theory for Econometricians
    Asymptotic Theory for Econometricians
    Asymptotic Theory for Econometricians
    Ebook209 pages4 hours

    Asymptotic Theory for Econometricians

    By Halbert White

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    About this ebook

    This book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians. In addition, because economic data are generated in a variety of different contexts (time series, cross sections, time series--cross sections), we pay particular attention to the similarities and differences in the techniques appropriate to each of these contexts.
    LanguageEnglish
    PublisherAcademic Press
    Release dateJun 28, 2014
    ISBN9781483294421
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