BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman
AbstractThis is pre-print of a book review of a graduate econometrics textbook entitled "Statistical Foundations for Econometric Techniques," by Asad Zaman. Four parts of the book cover estimation, testing, asymptotics (first and higher order), and empirical Bayes methods for regression models. Emphasis is on intuition and on development of criteria to choose among the large variety of estimation and testing techniques available in the literature.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 11047.
Date of creation: Aug 1996
Date of revision:
Publication status: Published in Econometric Reviews 2.17(1998): pp. 221-225
empirical Bayes; robust regression; Edgeworth expansion; higher order asymptotic theory; stringency; tests for structural change;
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