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Asymptotic Theory for Econometricians (English, Halbert White)
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Book Details
| ISBN-13 | 9780127466521 |
| ISBN-10 | 0127466525 |
Product Description
About the Book
This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples. An econometric estimator is a solution to an optimization problem; that is, a problem that requires a body of techniques to determine a specific solution in a defined set of possible alternatives that best satisfies a selected object function or set of constraints. Thus, this highly mathematical book investigat…
ISBN: 9780127466521
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