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Finite Sample Econometrics
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Finite Sample Econometrics

Aman Ullah

Abstract

This book presents a comprehensive and unified treatment of finite sample theory, and its application to estimators and test statistics used in various econometric models. Time series, cross section, and panel data models are considered. The results are explored for linear and nonlinear models, as well as models with normal and nonnormal errors. The book contains seven chapters. Chapter 1 presents an introduction to finite sample econometrics. Chapter 2 gives methods of obtaining the moments of econometric statistics. Chapter 3 provides methods for analysing distributions. Finite sample result ... More

Keywords: finite sample theory, economic models, time series model, cross section model, panel data model, normal error

Bibliographic Information

Print publication date: 2004 Print ISBN-13: 9780198774471
Published to Oxford Scholarship Online: August 2004 DOI:10.1093/0198774478.001.0001

Authors

Affiliations are at time of print publication.

Aman Ullah, author
Professor of Economics University of California Riverside
Author Webpage