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.
Download (45Kb) | Preview
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:||12. Feb 2013 19:50|
BERNDT, E.R. (1991), The Practice of Econometrics: Classic and Contemporary, Addison-Wesley, Reading, Massachusetts.
EFRON, B. (1982), The Jacknife, the Bootstrap, and Other Resampling Plans, SIAM, Philadelphia, Pennsylvania.
EFRON, B. AND MORRIS, C. (1975), Data Analysis Using Stein's Estimator and its Generalizations, Journal of the American Statistical Association 70, 311-319.
GHYSELS, E. (1994), On the Periodic Structure, of Business Cycles, Journal of Business and Economic Statistics 12, 289-297.
HALL, P., (1992), The Bootstrap and Edgeworth E-rpansions, Springer Series in Statis¬tics, Springer-Verlag, NEW York.
HUNT, G. AND STEIN, C. (1946), Most Stringent Tests of Statistical Hypotheses, unpublished manuscript.
JARQUE, C.M. AND BERA, A.K, (1987), A Test for Normality of Observations and Regression Residuals, International statistical Review 55, 163-172.
JUDGE, G.G., GRIFFITHS, W.E., HILL-, R.C., LUTKEPOHL, H. AND LEE, T.-C. (1985), The Theory and Practice of Econometrics, Wiley, New York.
LEHMANN, E.L (1983), Theory of Point Estimation, Wiley, New York.
LEHMANN, E.L. (1986). Testing Statistical Hypotheses, Wiley, New York.