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Academic Press Asymptotic Theory for Econometricians Book

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Description

Asymptotic Theory for Econometricians by Academic Press provides the essential tools and concepts required to study the behavior of econometric estimators and test statistics in large samples. This highly mathematical text investigates complex situations involving large numbers where the assumptions of the classical linear model fail. Because an econometric estimator serves as a solution to an optimization problem, this book explores the techniques needed to determine specific solutions within defined sets of possible alternatives. It is designed for those studying economic theory, econometrics, and mathematical economics who must navigate scenarios where traditional models are insufficient. This resource is built for economists who frequently face these advanced mathematical challenges in their research and analysis.

Key Features

This Academic Press book covers essential concepts for studying econometric estimators and test statistics in large samples.

The text provides mathematical techniques to solve optimization problems within defined sets of possible alternatives.

It investigates mathematical situations involving large numbers where classical linear model assumptions fail.

This resource is tailored for the study of economic theory, econometrics, and mathematical economics.

The content helps economists address complex scenarios that arise when traditional modeling assumptions are not met.

Product Specifications

Colour
Blue
Format
hardcover
Domain
Amazon UK
Release Date
11 October 2000
Listed Since
06 February 2007

Barcode

No barcode data available

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