Asymptotic theory for econometricians Halbert White
Publisher: AP

Further, unlike the Durlauf-Johnson Regression Tree approach (Durlauf and Johnson, 1995), Hansen's methodology provides the necessary asymptotic theory to enable tests for the statistical significance of the number of thresholds. Asymptotic theory for econometricians. The first part (Part I) of the course concentrates on the linear regression model and the principles of statistical inference and asymptotic theory in econometrics. Asymptotic theory for econometricians Halbert White ebook. Asymptotic theory for econometricians by Halbert White. Klein: Theoretical Reflections and. Prerequisites: Introduction to Econometrics (KA7). In the last two decades, much research has been done on the econometric and statistical analysis of the effects of such programs or treatments. Download Asymptotic theory for econometricians. Klein: Theoretical Reflections and Econometric Applications (Econometrics in the Information Age - Theory and Practice of Measurement. This recent theoretical literature has built on, and combined features of, earlier work in both the statistics and econo- metrics literatures.