Refinement of Econometric Estimation and Test Procedures : Finite Sample and Asymptotic Analysis (Finite Sample and Asymptotic Analysis)

Huraian

This book concerns the importance of refined asymptotic methods to approximate the finite sample behaviour of econometric estimators and tests. It also features chapters on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology.