The Refinement of Econometric Estimation and Test Procedures: Finite Sample and
The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis
Cambridge University Press | ISBN: 0521870534 | 2007-03-05 | PDF | 418 pages | 5 Mb
The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore…