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The Refinement of Econometric Estima...

Phillips, Garry D. A.

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The Refinement of Econometric Estimation and Test Procedures : = Finite Sample and Asymptotic Analysis.

Record Type:	Electronic resources : Monograph/item
Title/Author:	The Refinement of Econometric Estimation and Test Procedures :/
Reminder of title:	Finite Sample and Asymptotic Analysis.
Author:	Phillips, Garry D. A.
other author:	Tzavalis, Elias.
Published:	Leiden :Cambridge University Press, : 2007.,
Description:	419 p.
[NT 15003449]:	Cover; Half-title; Title; Copyright; Dedication; Contents; List of figures; List of tables; List of contributors; Preface; Acknowledgements; Michael Magdalinos 1949-2002; Introduction; 1 Conditional Heteroskedasticity Models with Pearson Family Disturbances; 2 The Instrumental Variables Method Revisited: On the Nature and Choice of Optimal Instruments; 3 Nagar-Type Moment Approximations in Simultaneous Equation Models: Some Further Results; 4 Local GEL Methods for Conditional Moment Restrictions; 5 Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence
[NT 15003449]:	6 The Structure of Multiparameter Tests7 Cornish-Fisher Size Corrected t and F Statistics for the Linear Regression Model with Heteroscedastic Errors; 8 Non-Parametric Specification Testing of Non-Nested Econometric Models; 9 Testing for Autocorrelation in Systems of Equations; 10 Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling Asset Returns; 11 Judgi
Subject:	Econometrics. -
Online resource:	http://dx.doi.org/10.1017/CBO9780511493157Click here to view book
ISBN:	9780511493157 (electronic bk.)

The Refinement of Econometric Estimation and Test Procedures : = Finite Sample and Asymptotic Analysis.
Phillips, Garry D. A.

The Refinement of Econometric Estimation and Test Procedures :Finite Sample and Asymptotic Analysis.[electronic resource]. - Leiden :Cambridge University Press,2007. - 419 p.

Cover; Half-title; Title; Copyright; Dedication; Contents; List of figures; List of tables; List of contributors; Preface; Acknowledgements; Michael Magdalinos 1949-2002; Introduction; 1 Conditional Heteroskedasticity Models with Pearson Family Disturbances; 2 The Instrumental Variables Method Revisited: On the Nature and Choice of Optimal Instruments; 3 Nagar-Type Moment Approximations in Simultaneous Equation Models: Some Further Results; 4 Local GEL Methods for Conditional Moment Restrictions; 5 Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence

The main theme of this book is the importance of refined asymptotic methods to econometric analysis.

Electronic reproduction.

Available via World Wide Web.

Mode of access: World Wide Web.

ISBN: 9780511493157 (electronic bk.)Subjects--Topical Terms:

542934
Econometrics.
Index Terms--Genre/Form:

542853
Electronic books.

LC Class. No.: HB139 .R44 2007eb

Dewey Class. No.: 330.01/519287

The Refinement of Econometric Estimation and Test Procedures : = Finite Sample and Asymptotic Analysis.
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020 $a 9780521870535 (print)
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035 $a EBL311197
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100 1 $a Phillips, Garry D. A. $3 1898974
245 1 4 $a The Refinement of Econometric Estimation and Test Procedures : $b Finite Sample and Asymptotic Analysis. $h [electronic resource].
260 $a Leiden : $b Cambridge University Press, $c 2007.
300 $a 419 p.
505 0 $a Cover; Half-title; Title; Copyright; Dedication; Contents; List of figures; List of tables; List of contributors; Preface; Acknowledgements; Michael Magdalinos 1949-2002; Introduction; 1 Conditional Heteroskedasticity Models with Pearson Family Disturbances; 2 The Instrumental Variables Method Revisited: On the Nature and Choice of Optimal Instruments; 3 Nagar-Type Moment Approximations in Simultaneous Equation Models: Some Further Results; 4 Local GEL Methods for Conditional Moment Restrictions; 5 Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence
505 8 $a 6 The Structure of Multiparameter Tests7 Cornish-Fisher Size Corrected t and F Statistics for the Linear Regression Model with Heteroscedastic Errors; 8 Non-Parametric Specification Testing of Non-Nested Econometric Models; 9 Testing for Autocorrelation in Systems of Equations; 10 Alternative Approaches to Estimation and Inference in Large Multifactor Panels: Small Sample Results with an Application to Modelling Asset Returns; 11 Judgi
520 $a The main theme of this book is the importance of refined asymptotic methods to econometric analysis.
533 $a Electronic reproduction. $n Available via World Wide Web.
538 $a Mode of access: World Wide Web.
650 4 $a Econometrics. $3 542934
655 7 $a Electronic books. $2 lcsh $3 542853
700 1 $a Tzavalis, Elias. $3 1898975
710 2 $a Ebooks Corporation. $3 1314793
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856 4 0 $z Click here to view book $u http://dx.doi.org/10.1017/CBO9780511493157