Finite sample econometrics / Aman Ullah.

By:

Ullah, Aman [author.]

Material type: Text

TextSeries: Advanced texts in econometricsPublisher: Oxford ; New York : Oxford University Press, 2004Description: x, 230 pages ; 24 cmContent type:

text

Media type:

unmediated

Carrier type:

volume

ISBN:

0198774478
0198774486 (pbk.)

Subject(s):

Econometrics

DDC classification:

330.015195 U.A.F 21

LOC classification:

HB139 .U45 2004

Online resources:

Abstract

Contents:

1. Introduction -- 2. Finite sample moments -- 3. Finite sample distributions -- 4. Regression model -- 5. Models with nonscalar covariance matrix of errors -- 6. Dynamic time series model -- 7. Simultaneous equations model.

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Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	Main library A4	Faculty of Economics & Political (Economics)	330.015195 U.A.F (Browse shelf(Opens below))	Available		00011678

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Previous	330.015195 P.R.E Econometric models and economic forecasts /	330.015195 R.D.E Economics rules : why economics works, when it fails, and how to tell the difference /	330.015195 S.J.I Introduction to econometrics /	330.015195 U.A.F Finite sample econometrics /	330.015195 W.J.I Introductory econometrics : a modern approach /	330.015195 Z.A.S Statistics, econometrics, and forecasting /	330.0151955 F.P.T Time series models for business and economic forecasting /	Next

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Includes bibliographical references (p. 199-225) and index.

1. Introduction --
2. Finite sample moments --
3. Finite sample distributions --
4. Regression model --
5. Models with nonscalar covariance matrix of errors --
6. Dynamic time series model --
7. Simultaneous equations model.

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