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Asymptotic theory for econometricians by Halbert White

Asymptotic theory for econometricians Halbert White ebook
Publisher: AP
Format: djvu
ISBN: 0127466525, 9780127466521
Page: 273

Asymptotic theory for econometricians Halbert White ebook. Download Asymptotic theory for econometricians. Perhaps 5,218 observations on 1,798 households is not large enough for asymptotic behavior to kick in. Topics in asymptotic theory for GARCH-type models. Asymptotic theory for econometricians by Halbert White. A test of superior predictive ability. "[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. For this reason many versions of the model have been proposed especially in late 80s and 90s by econometricians. Asymptotic theory for econometricians. Business and Economic Statistics 23, 365{380. Stationary Time Series.- Hilbert Spaces.- Stationary ARMA Processes.- The Spectral Representation of a Stationary Process.- Prediction of Stationary Processes.- Asymptotic Theory.- Estimation of the Mean and the Autocovariance Function. Thus Asymptotic Theory for Least Squares 7. And \plug-in asymptotic" inference for parameters de¯ned by moment in- equalities.