Asymptotic Theory for Econometricians.

Abstract

The Linear Model and Instrumental Variables Estimators. Consistency. Laws of Large Numbers. Asymptotic Normality. Central Limit Theory. Estimating Asymptotic Covariance Matrices. Functional Central Limit Theory and Applications. Directions for Further Study. Solution Set. References. Index.

Keywords

Mathematical economicsEconomicsMathematicsEconometrics

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Publication Info

Year: 1988
Type: article
Volume: 55
Issue: 217
Pages: 134-134
Citations: 1364
Access: Closed

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APA Style

                            
                                    Peter M. Robinson, 
                                
                                    Hannah J. White
                                
                            (1988). 
                            Asymptotic Theory for Econometricians.. 
                            Economica
                            , 55
                            (217)
                            , 134-134.
                            https://doi.org/10.2307/2554258

Identifiers

DOI: 10.2307/2554258