Finite Sample Econometrics by Aman Ullah
This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of finite sample econometrics, and explores their applications to models covered in a first year graduate course in econometrics, including repression functions, dynamic models, forecasting, simultaneous equations models, panel data models, and censored models. Both linear and nonlinear models, as well as models with normal and non-normal errors, are studied.Finite sample results are extremely useful for applied researchers doing proper econometric analysis with small or moderately large sample data. Finite sample econometrics also provides the results for very large (asymptotic) samples. This book provides simple and intuitive presentations of difficult concepts, unified and heuristic developments of methods, and applications to various econometric models. It provides a new perspective on teaching and research in econometrics, statistics, and other applied subjects.-
Non-Stationary Time Series Analysis and Cointegration
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Dynamic Econometrics
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The Cointegrated VAR Model
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Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
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Generalized Method of Moments
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Periodic Time Series Models
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ARCH: Selected Readings
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Modelling Nonlinear Economic Time Series
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Stochastic Volatility
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Modelling Economic Series
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Bayesian Inference in Dynamic Econometric Models
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Micro-Econometrics for Policy, Program and Treatment Effects
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Panel Data Econometrics
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Periodicity and Stochastic Trends in Economic Time Series
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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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Testing Exogeneity
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Long-Run Economic Relationships
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Workbook on Cointegration
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Modelling Seasonality
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Readings in Unobserved Components Models
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The Econometrics of Macroeconomic Modelling
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Time-Series-Based Econometrics
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Modelling Non-Linear Economic Relationships
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Stochastic Limit Theory
Aman Ullah is a Professor in the Department of Economics at the University of California, Riverside. Earlier, he was a Professor at the University of Western Ontario, Canada and also taught at the Southern Methodist University. He received the Ph.D. degree (1971) in economics from Delhi School of Economics and M.A. in Mathematical Statistics form Lucknow University. A Fellow of the National Academy of Sciences (India), he is the co-author, editor, and co-editor of seven books and the author or co-author of over 100 professional resources papers in economics, econometrics and statistics. He is associate editor of the Journal of Nonparametric Statistics, Economic Reviews, and Empirical Economics, among others.
| SKU | Unavailable |
| ISBN 13 | 9780198774471 |
| ISBN 10 | 0198774478 |
| Title | Finite Sample Econometrics |
| Author | Aman Ullah |
| Series | Advanced Texts In Econometrics |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Oxford University Press |
| Year published | 2004-05-20 |
| Number of pages | 240 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |