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Asymptotic Theory for Econometricians.
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1988
Year
Econometric ModelEconomicsEngineeringEstimation StatisticCentral Limit TheoryInstrumental Variables EstimatorsBusinessApplied EconometricsEconometricsStatistical InferenceAsymptotic TheoryEconometric MethodLinear ModelEstimation TheoryStatistics
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.