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Asymptotic theory for econometricians Halbert White
Publisher: AP

It also has one of the best and more rigorous yet accessible treatments of basic asymptotic theory (the examples and countexamples in this section are uncommonly good). Business and Economic Statistics 23, 365{380. Nonnested Hypothesis Testing: An Overview 14. Serfling; Asymptotic Theory for Econometricians: Revised Edition (Academic Press) By Halbert White; A Course in Large Sample Theory (Chapman & Hall/CRC) By Thomas S. Basic Elements of Asymptotic Theory 11. A Course in Econometrics thoroughly covers the fundamentals—classical regression and simultaneous equations—and offers clear and logical explorations of asymptotic theory and nonlinear regression. Perhaps 5,218 observations on 1,798 households is not large enough for asymptotic behavior to kick in. A test of superior predictive ability. Generalized Method of Moments 12. Klein: Theoretical Reflections and. Klein: Theoretical Reflections and Econometric Applications (Econometrics in the Information Age - Theory and Practice of Measurement. And \plug-in asymptotic" inference for parameters de¯ned by moment in- equalities. Measurement Error and Latent Variables 9.