The Refinement of Econometric Estimation and Test Procedures
The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations to small sample behaviour using asymptotic expansions. Dedicated to the memory of Michael Magdalinos, whose work is a major contribution to this area, this book contains chapters directly concerned with refined asymptotic methods. In addit…
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Produktdetails
Weitere Autoren: Tzavalis, Elias (Hrsg.)
- ISBN: 978-0-521-87053-5
- EAN: 9780521870535
- Produktnummer: 2566921
- Verlag: Cambridge University Press
- Sprache: Englisch
- Erscheinungsjahr: 2015
- Seitenangabe: 418 S.
- Masse: H23.5 cm x B15.7 cm x D2.9 cm 792 g
- Abbildungen: HC gerader Rücken kaschiert
- Gewicht: 792
Über den Autor
Garry D. A. Phillips is Professor of Econometrics and Distinguished Senior Research Fellow in the Economics section of Cardiff Business School, Cardiff University. Elias Tzavalis is Professor of Financial Econometrics in the Department of Economics, Athens University of Economics and Business.
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