Statistical foundations for econometric techniques / Asad Zaman.
Material type:
TextPublication details: San Diego : Academic Press, 1996.Description: xxvi, 570p. : illISBN: - 0127754156 (pbk.)
- 9780127754154
- HB139 .Z1
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| HB139 .P34 1999 Nonparametric econometrics / | HB139 .W665 2000 Introductory econometrics : | HB139 .W665 2000 Introductory econometrics : | HB139 .Z1 Statistical foundations for econometric techniques / | HB145 Elements of regional economics./ | HB145 .S54 General equilibrium theory : an introduction/ | HB145 .S8 1997 General equilibrium theory : |
Bibliography : p. 541-562.
1. Least Squares and Projections --
2. Maximum Likelihood --
3. Bayesian Estimators for Regression --
4. Minimax Estimators --
5. Robust Regression --
6. Stringent Tests --
7. UMP Invariant Hypothesis Tests --
8. Some Tests for Regression Models --
9. Applications: F and Related Tests --
10. Similar Regression Models --
11. Consistency of Tests and Estimators: Direct Methods --
12. Consistency of Estimators: Indirect Methods --
13. Asymptotic Distributions --
14. More Accurate Asymptotic Approximations --
15. Asymptotic Optimality of ML and LR --
16. Simple Examples --
17. Utilizing Information of Uncertain Validity --
18. Hierarchical Bayes & the Gibbs Sampler --
App. A : The Multivariate Normal Distribution --
App. B : Uniformly Most Powerful Tests --
App. C : A Review of Decision Theory.
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