MARC Record from marc_nuls

LEADER: 02519cam 22003014a 4500
001 9920006970001661
005 20150423123921.0
008 000811s2001 cau b 001 0 eng
010 $a 00107735
020 $a0127466525 (alk. paper)
035 $a(CSdNU)u100773-01national_inst
035 $a(Sirsi) l00107735
035 $a(Sirsi) l00107735
035 $a(Sirsi) 01-AAM-6558
035 $a 00107735
040 $aDLC$cDLC$dDLC$dOrPss
042 $apcc
050 00 $aHB 139$bW5 2001
100 1 $aWhite, Halbert.
245 10 $aAsymptotic theory for econometricians /$cHalbert White.
250 $aRev. ed.
260 $aSan Diego :$bAcademic Press,$cc2001.
300 $axiii, 264 p. ;$c24 cm.
504 $aIncludes bibliographical references and index.
505 0 $aThe Linear Model and Instrumental Variables Estimators -- Consistency -- Limits -- Almost Sure Convergence -- Convergence in Probability -- Convergence in rth Mean -- Laws of Large Numbers -- Independent Identically Distributed Observations -- Independent Heterogeneously Distributed Observations -- Dependent Identically Distributed Observations -- Dependent Heterogeneously Distributed Observations -- Martingale Difference Sequences -- Asymptotic Normality -- Convergence in Distribution -- Hypothesis Testing -- Asymptotic Efficiency -- Central Limit Theory -- Independent Identically Distributed Observations -- Independent Heterogeneously Distributed Observations -- Dependent Identically Distributed Observations -- Dependent Heterogeneously Distributed Observations -- Martingale Difference Sequences -- Estimating Asymptotic Covariance Matrices -- General Structure of V[subscript n] -- Case 1: {Z[subscript t varepsilon subscript t]} Uncorrelated -- Case 2: {Z[subscript t varepsilon subscript t]} Finitely Correlated -- Case 3: {Z[subscript t varepsilon subscript t]} Asymptotically Uncorrelated -- Functional Central Limit Theory and Applications -- Random Walks and Wiener Processes -- Weak Convergence -- Functional Central Limit Theorems -- Regression with a Unit Root -- Spurious Regression and Multivariate FCLTs -- Cointegration and Stochastic Integrals -- Directions for Further Study -- Extending the Data Generating Process -- Nonlinear Models -- Other Estimation Techniques -- Model Misspecification -- Solution Set.
650 0 $aEconometrics$xAsymptotic theory.
948 $a03/13/2002$b03/19/2002
999 $aHB 139 W5 2001$wLC$c1$i31786101611058$d3/4/2004$f3/4/2004$g1 $lCIRCSTACKS$mNULS$rY$sY$tBOOK$u3/19/2002