Finite Sample Econometrics

Hardcover | June 2, 2004

byAman Ullah

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This title includes the following features: The first book in econometrics literature that provides a systematic treatment of finite sample methodologies.; Provides intuitive explanations of difficult concepts and simple developments of technical material.; Opens up new areas of futureapplied theoretical and computational research.

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This title includes the following features: The first book in econometrics literature that provides a systematic treatment of finite sample methodologies.; Provides intuitive explanations of difficult concepts and simple developments of technical material.; Opens up new areas of futureapplied theoretical and computational research.

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 Sta...

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Format:HardcoverDimensions:240 pages, 9.21 × 6.14 × 0.55 inPublished:June 2, 2004Publisher:Oxford University PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0198774486

ISBN - 13:9780198774488

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Table of Contents

1. Introduction2. Finite Sample Moments3. Finite Sample Distributions4. Regression Model5. Models with Nonscalar Covariance Matrix of Errors6. Dynamic Time Series Model7. Simultaneous Equations ModelAppendixReferences