Mon premier blog

Asymptotic theory for econometricians Halbert White
Publisher: AP

This recent theoretical literature has built on, and combined features of, earlier work in both the statistics and econo- metrics literatures. Under various assumptions, the resulting Journal of Applied Econometrics 6, no. Measurement Error and Latent Variables 9. Data models, the analysis of nonstationary time series, cointegration and. York: Cambridge University Press. Thus Asymptotic Theory for Least Squares 7. With frequentist asymptotic theory, we can write down a likelihood function but only believe aspects of it. Econometrics and statistics, especially in the areas of censored models, panel (longitudinal). Nonnested Hypothesis Testing: An Overview 14. Estimation, Inference and Specification Analysis. In the last two decades, much research has been done on the econometric and statistical analysis of the effects of such programs or treatments. Asymptotic Theory for Econometricians. "[T]here are several aspects of the quantitative approach to economics, and no single one of these aspects, taken by itself, should be confounded with econometrics. Volatility, and finite sample and asymptotic theories, among others. Generalized Method of Moments 12. Basic Elements of Asymptotic Theory 11.