| Titre : | The refinement of econometric estimation and test procedures : finite sample and asymptotic analysis |
| Auteurs : | Garry D.A. Phillips, Auteur ; Elias Tzavalis, Auteur |
| Type de document : | Monographie imprimée |
| Editeur : | Cambridge, England : Cambridge University Press, 2007 |
| ISBN/ISSN/EAN : | 139780521870535 |
| Format : | 389 p. / 23 cm. |
| Note générale : | this volume is extremely wide ranging and has papers in the areas of interest of all econometricians. |
| Langues: | Français |
| Catégories : | |
| Résumé : | 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 asymototic samples where it is assumed that the behavior of estimators and tests will adequately represent their properties in small samples. |
Disponibilité (1)
| Cote | Support | Localisation | Statut |
|---|---|---|---|
| EN/99 | Livre | Bibliotheque faculte economie gestion | Empruntable |
