Asymptotic Theory for Econometricians

An econometric estimator is a solution to an optimization problem. This book provides the tools and concepts necessary to study the behavior of econometric estimators and test statistics in large samples.

Author: Halbert White
Publisher: Academic Press
Published: 10/11/2000
Pages: 264
Binding Type: Hardcover
Weight: 1.10lbs
Size: 9.00h x 6.10w x 0.80d
ISBN: 9780127466521

Review Citation(s):
Reference and Research Bk News 11/01/2001 pg. 70