Finite Sample Econometrics
Aman Ullah
Abstract
This book presents a comprehensive and unified treatment of finite sample theory, and its application to estimators and test statistics used in various econometric models. Time series, cross section, and panel data models are considered. The results are explored for linear and nonlinear models, as well as models with normal and nonnormal errors. The book contains seven chapters. Chapter 1 presents an introduction to finite sample econometrics. Chapter 2 gives methods of obtaining the moments of econometric statistics. Chapter 3 provides methods for analysing distributions. Finite sample result ... More
Keywords: finite sample theory, economic models, time series model, cross section model, panel data model, normal error
Bibliographic Information
| Print publication date: 2004 | Print ISBN-13: 9780198774471 |
| Published to Oxford Scholarship Online: August 2004 | DOI:10.1093/0198774478.001.0001 |
