Asymptotic theory for econometricians Halbert White
Publisher: AP

Statistical Inference 2e - George Casella, Roger L. Http://bbs.jjxj.org/thread-81280-1-1.html. Prerequisites: Introduction to Econometrics (KA7). ECON481-1, 2 - Econometrics Parts 1, 2. Statistical Foundations of Econometric Modelling http://bbs.jjxj.org/thread-30929-1-1.html. Advanced Lectures in Mathematics, Vol. I'm teaching two econometrics classes this term (master's and PhD), and I just covered the parts on asymptotic theory. A Course in Econometrics thoroughly covers the fundamentals—classical regression and simultaneous equations—and offers clear and logical explorations of asymptotic theory and nonlinear regression. 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. This collection of essays is concerned with the “limits of experiments” approach to asymptotic theory and its particular application to problems in econometric theory. Asymptotic Theory in Probability and Statistics with Applications Edited by.