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Asymptotic theory for econometricians Halbert White
Publisher: AP

Statistical Foundations of Econometric Modelling http://bbs.jjxj.org/thread-30929-1-1.html. And \plug-in asymptotic" inference for parameters de¯ned by moment in- equalities. Generalized Method of Moments 12. Estimation, Inference and Specification Analysis. It also has one of the best and more rigorous yet accessible treatments of basic asymptotic theory (the examples and countexamples in this section are uncommonly good). Basic Elements of Asymptotic Theory 11. Business and Economic Statistics 23, 365{380. Http://bbs.jjxj.org/thread-81280-1-1.html. This collection of essays is concerned with the “limits of experiments” approach to asymptotic theory and its particular application to problems in econometric theory. "[T]here are several aspects of the quantitative approach to economics, and no single one of these aspects, taken by itself, should be confounded with econometrics. Stationary Time Series.- Hilbert Spaces.- Stationary ARMA Processes.- The Spectral Representation of a Stationary Process.- Prediction of Stationary Processes.- Asymptotic Theory.- Estimation of the Mean and the Autocovariance Function. Measurement Error and Latent Variables 9. Statistical Inference 2e - George Casella, Roger L. A test of superior predictive ability. York: Cambridge University Press. Thus Asymptotic Theory for Least Squares 7. The length, breadth and dept of his contributions has long way to go. Nonnested Hypothesis Testing: An Overview 14. Asymptotic Theory for Econometricians.