Summary and Info
This book provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved in the last five decades. Within this framework, this is the first book which discusses the basic analytical tools of finite sample econometrics, and explores their applications to models covered in a first year graduate course in econometrics, including repression functions, dynamic models, forecasting, simultaneous equations models, panel data models, and censored models. Both linear and nonlinear models, as well as models with normal and non-normal errors, are studied.
More About the Author
Amanullah Khan (1 June 1892 – 25 April 1960) was the Sovereign of the Kingdom of Afghanistan from 1919 to 1929, first as Emir and after 1926 as Malik (King).
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