Asymptotic Theory for Econometricians.

19881,365 citationsJournal Article

Authors

Abstract

The Linear Model and Instrumental Variables Estimators. Consistency. Laws of Large Numbers. Asymptotic Normality. Central Limit Theory. Estimating Asymptotic Covariance Matrices. Functional Central Limit Theory and Applications. Directions for Further Study. Solution Set. References. Index.

Topics & Keywords

Mathematical Dynamics and Fractals Material Science and Thermodynamics

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Economica

Volume 55, Issue 217, pp. 134-134

DOI: 10.2307/2554258

Field-Weighted Citation Impact: 44.89