اقتصاد سنجی نمونه متناهی Finite sample econometrics
- نوع فایل : کتاب
- زبان : انگلیسی
- نویسنده : Aman Ullah
- ناشر : Oxford University Press, USA
- چاپ و سال / کشور: 2004
- شابک / ISBN : 0198774478, 9780198774471, 9780191525056
Description
This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of finite sample econometrics, and explores their applications to models covered in a first year graduate course in econometrics, including repression functions, dynamic models, forecasting, simultaneous equations models, panel data models, and censored models. Both linear and nonlinear models, as well as models with normal and non-normal errors, are studied.
