Home | Business News | Browse by Publication | J | Journal of the American Statistical Association

Finite-Sample Econometrics: Advanced Texts in Econometrics.

Publication: Journal of the American Statistical Association
Publication Date: 01-SEP-05
Format: Online
Delivery: Immediate Online Access
Full Article Title: Finite-Sample Econometrics: Advanced Texts in Econometrics.(book by Aman Ullah)(Book Review)

Article Excerpt
Finite-Sample Econometrics: Advanced Texts in Econometrics.

Aman ULLAH. Oxford, U.K.: Oxford University Press, 2004. ISBN 0-19-877447-8. x + 230 pp. $99.00 (H). ISBN 0-19-877448-6. $39.95 (P).

Classical statistics and econometrics theory typically relies on asymptotic results. Exact finite-sample results are in general available only for simple estimators and/or under particular distributional assumptions on the observations (for instance normality). However, in many situations, the asymptotic properties of estimators and tests are not accurate approximations of their finite sample behavior and a quick look at the econometric literature sometimes gives the impression...

View this article FREE - Now for a Limited Time, try Goliath Business News
Free for 3 Days!



More articles from Journal of the American Statistical Association
Correction.(Correction Notice), September 01, 2005
Carpenter's Complete Guide to the SAS Macro Language (2nd ed.).(book b..., September 01, 2005
Data Envelopment Analysis: Theory and Techniques for Economics and Ope..., September 01, 2005
Skew-Elliptical Distributions and Their Applications: A Journey Beyond..., September 01, 2005
Handbook of Statistics, Vol. 23: Advances in Survival Analysis.(book b..., September 01, 2005

Looking for additional articles?
Search our database of over 3 million articles.

Looking for more in-depth information on this industry?
Search our complete database of Industry & Market reports by text, subject, publication name or publication date.

About Goliath
Whether you're looking for sales prospects, competitive information, company analysis or best practices in managing your organization, Goliath can help you meet your business needs.

Our extensive business information databases empower business professionals with both the breadth and depth of credible, authoritative information they need to support their business goals. Whether it be strategic planning, sales prospecting, company research or defining management best practices - Goliath is your leading source for accurate information.