Finite sample econometrics [electronic resource] / Aman Ullah
- Ullah, Aman
- Oxford : Oxford University Press, 2004.
- Physical Description:
- 1 online resource (x, 230 pages).
- Advanced texts in econometrics
- Machine generated contents note: 1.Introduction -- 2.Finite sample moments -- 3.Finite sample distributions -- 4.Regression model -- 5.Models with nonscalar covariance matrix of errors -- 6.Dynamic time series model -- 7.Simultaneous equations model.
- This text provides a comprehensive treatment of finite sample statistics and econometrics. Within this framework, the book discusses the basic analytical tools of finite sample econometrics and explores their applications to models covered in a first year graduate course in econometrics.
- 9780191601347 (ebook)
- Bibliography Note:
- Includes bibliographical references and index.
View MARC record | catkey: 28928410