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Monographie imprimée
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Monographie imprimée
The refinement of econometric estimation and test procedures : finite sample and asymptotic analysis
Garry D.A. Phillips, Auteur ; Elias Tzavalis, Auteur | Cambridge, England : Cambridge University Press | 2007the 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 asymototic samples where it is assumed that the behavior of estimators an[...]
