Asymptotic theory for econometricians by Halbert White

Asymptotic theory for econometricians



Download Asymptotic theory for econometricians




Asymptotic theory for econometricians Halbert White ebook
Publisher: AP
ISBN: 0127466525, 9780127466521
Format: djvu
Page: 273


This recent theoretical literature has built on, and combined features of, earlier work in both the statistics and econo- metrics literatures. The first part (Part I) of the course concentrates on the linear regression model and the principles of statistical inference and asymptotic theory in econometrics. 123、 DasGupta(2008), Asymptotic Theory of Statistics and Probability. A test of superior predictive ability. And \plug-in asymptotic" inference for parameters de¯ned by moment in- equalities. Klein: Theoretical Reflections and. Further, unlike the Durlauf-Johnson Regression Tree approach (Durlauf and Johnson, 1995), Hansen's methodology provides the necessary asymptotic theory to enable tests for the statistical significance of the number of thresholds. Prerequisites: Introduction to Econometrics (KA7). Klein: Theoretical Reflections and Econometric Applications (Econometrics in the Information Age - Theory and Practice of Measurement. Christian Gourieroux, Alain Monfort, Quang Vuong , “Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and. Business and Economic Statistics 23, 365{380. Does anyone know of any excellent textbooks on asymptotic theory in econometrics/statistics? In the last two decades, much research has been done on the econometric and statistical analysis of the effects of such programs or treatments. 124、 Davidson and MacKinnon(1993), Estimation and Inference in Econometrics.