Swanson, Norman (1996): BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman. Published in: Econometric Reviews , Vol. 17, No. 2 (1998): pp. 221-225.
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This 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.
|Item Type:||MPRA Paper|
|Original Title:||BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman|
|Keywords:||empirical Bayes, robust regression, Edgeworth expansion, higher order asymptotic theory, stringency, tests for structural change|
|Subjects:||C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C10 - General|
|Depositing User:||Asad Zaman|
|Date Deposited:||14. Oct 2008 05:07|
|Last Modified:||13. Feb 2014 16:49|
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