LEADER 03961nam 2200553 450 001 9910812509203321 005 20230120014905.0 010 $a1-4832-9442-0 035 $a(CKB)3710000000201180 035 $a(EBL)1877146 035 $a(SSID)ssj0001266518 035 $a(PQKBManifestationID)12493886 035 $a(PQKBTitleCode)TC0001266518 035 $a(PQKBWorkID)11249310 035 $a(PQKB)10739234 035 $a(MiAaPQ)EBC1877146 035 $a(EXLCZ)993710000000201180 100 $a20150106h19841984 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aAsymptotic theory for econometricians /$fHalbert White 210 1$aOrlando, Florida ;$aLondon, [England] :$cAcademic Press, Inc. :$cAcademic Press, Inc. (London) Ltd.,$d1984. 210 4$dİ1984 215 $a1 online resource (241 p.) 225 1 $aEconomic Theory, Econometrics, and Mathematical Economics 300 $aDescription based upon print version of record. 311 $a1-322-47289-0 311 $a0-12-746650-9 320 $aIncludes bibliographical references at the end of each chapters and index. 327 $aFront Cover; Asymptotic Theory for Econometricians; Copyright Page; Dedication; Table of Contents; Preface; CHAPTER I. The Linear Model and Instrumental Variables Estimators; Text; References; For Further Reading; CHAPTER II. Consistency; II.1 Limits; II.2 Almost Sure Convergence; II.3 Convergence in Probability; II.4 Convergence in rth Mean; References; CHAPTER III. Laws of Large Numbers; III.1 Independent Identically Distributed Observations; III.2 Independent Heterogeneously Distributed Observations; III.3 Dependent Identically Distributed Observations 327 $aIII.4 Dependent Heterogeneously Distributed ObservationsIII.5 Martingale Difference Sequences; References; CHAPTER IV. Asymptotic Normality; IV.1 Convergence in Distribution; IV.2 Hypothesis Testing; IV.3 Asymptotic Efficiency; References; CHAPTER V. Central Limit Theory; V.1 Independent Identically Distributed Observations; V.2 Independent Heterogeneously Distributed Observations; V.3 Dependent Identically Distributed Observations; V.4 Dependent Heterogeneously Distributed Observations; V.5 Martingale Difference Sequences; References; CHAPTER VI. Estimating Asymptotic Covariance Matrices 327 $aVI.1 General Structure of VnVI.2 Case 1: ?n (Block) Diagonal; VI.3 Case 2: ?n (Block) Band Diagonal; VI.4 Case 3: General Case; References; CHAPTER VII. Efficient Estimation with Estimated Error Covariance Matrices; VII.1 General Results; VII.2 Case 1: Contemporaneous Covariance; VII.3 Case 2: Heteroskedasticity; VII.4 Case 3: Serial Correlation; References; CHAPTER VIII. Directions For Further Study; VIII.1 Extensions of the Linear Model; VIII.2 Nonlinear Models; VIII.3 Other Estimation Techniques; VIII.4 Model Misspecification; References; Solution Set; Index 330 $aThis book is intended to provide a somewhat more comprehensive and unified treatment of large sample theory than has been available previously and to relate the fundamental tools of asymptotic theory directly to many of the estimators of interest to econometricians. In addition, because economic data are generated in a variety of different contexts (time series, cross sections, time series--cross sections), we pay particular attention to the similarities and differences in the techniques appropriate to each of these contexts. 410 0$aEconomic theory, econometrics, and mathematical economics. 606 $aEconometrics$xAsymptotic theory 615 0$aEconometrics$xAsymptotic theory. 676 $a330.015195 676 $a330/.01/5195 700 $aWhite$b Halbert$089163 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910812509203321 996 $aAsymptotic theory for econometricians$9717676 997 $aUNINA