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Springer - Causality, Prediction, and Specification Analysis

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Description

This collection from Springer presents cutting edge results on the specification and estimation of economic models. Written by world leaders in theoretical and methodological econometrics, the essays serve as a tribute to Halbert L. White Jr. The content covers significant developments in asymptotic approximation theory, including higher order asymptotics for estimator bias correction. Readers will find detailed discussions on various expansion tools and theoretical methods used to develop bootstrap techniques for practical inference. This volume is a vital resource for those studying the forefront of theoretical developments in the field of econometrics.

Key Features

This Springer publication features articles from leading experts in theoretical and methodological econometrics.

The book explores recent advances in asymptotic approximation theory and higher order asymptotics.

Content includes technical details on estimator bias correction and various expansion tools.

The essays provide theoretical foundations for the development of bootstrap techniques used in inference.

This collection serves as a dedicated tribute to the work of Halbert L. White Jr.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
19 September 2014
Listed Since
20 September 2014

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