Finite Sample Econometrics

1. Auflage 2004
ISBN: 978-0-19-877448-8
Verlag: Oxford University Press

Buch, Englisch, 242 Seiten, Print PDF, Format (B × H): 156 mm x 234 mm, Gewicht: 377 g

Autoren/Hrsg.

Ullah, Aman

Fachgebiete

• Wirtschaftswissenschaften Volkswirtschaftslehre Volkswirtschaftslehre Allgemein Ökonometrie

Inhaltsverzeichnis

- 1: Introduction

- 2: Finite Sample Moments

- 3: Finite Sample Distributions

- 4: Regression Model

- 5: Models with Nonscalar Covariance Matrix of Errors

- 6: Dynamic Time Series Model

- 7: Simultaneous Equations Model

- Appendix

- References

Über Autor(innen)

Aman Ullah is a Professor in the Department of Economics at the University of California, Riverside. Earlier, he was a Professor at the University of Western Ontario, Canada and also taught at the Southern Methodist University. He received the Ph.D. degree (1971) in economics from Delhi School of Economics and M.A. in Mathematical Statistics form Lucknow University. A Fellow of the National Academy of Sciences (India), he is the co-author, editor, and co-editor of seven books and the author or co-author of over 100 professional resources papers in economics, econometrics and statistics. He is associate editor of the Journal of Nonparametric Statistics, Economic Reviews, and Empirical Economics, among others.