MARC details
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06900cam a2200925 a 4500 |
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ocn173812439 |
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OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20220712211717.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION |
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m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr cnu---unuuu |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
071008s2007 enka ob 001 0 eng d |
| 040 ## - CATALOGING SOURCE |
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| Original cataloging agency |
N$T |
| Language of cataloging |
eng |
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pn |
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YDXCP |
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OCLCQ |
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| 019 ## - |
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213380427 |
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489551273 |
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648279088 |
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776967890 |
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960201230 |
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961596637 |
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962701156 |
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| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780511290701 |
| Qualifying information |
(electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
0511290705 |
| Qualifying information |
(electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
0521870534 |
| Qualifying information |
(cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780521870535 |
| Qualifying information |
(cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
0511290101 |
| Qualifying information |
(electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780511290107 |
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(electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780511288869 |
| Qualifying information |
(electronic bk.) |
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| International Standard Book Number |
0511288867 |
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(electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1107171709 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781107171701 |
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| International Standard Book Number |
1280917512 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781280917516 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9786610917518 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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6610917515 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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0511320787 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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9780511320781 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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0511288840 |
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9780511288845 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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0511493150 |
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| International Standard Book Number |
9780511493157 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781107406247 |
| Qualifying information |
(paperback) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
1107406242 |
| 029 1# - (OCLC) |
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| OCLC library identifier |
AU@ |
| System control number |
000042833223 |
| 029 1# - (OCLC) |
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| OCLC library identifier |
AU@ |
| System control number |
000062464487 |
| 029 1# - (OCLC) |
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| OCLC library identifier |
DEBBG |
| System control number |
BV044126732 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)173812439 |
| Canceled/invalid control number |
(OCoLC)213380427 |
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(OCoLC)489551273 |
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(OCoLC)648279088 |
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(OCoLC)776967890 |
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(OCoLC)960201230 |
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(OCoLC)961596637 |
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(OCoLC)962701156 |
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(OCoLC)992091226 |
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(OCoLC)1035704569 |
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(OCoLC)1037708737 |
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(OCoLC)1038653920 |
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(OCoLC)1048179412 |
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(OCoLC)1050973815 |
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(OCoLC)1055356484 |
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(OCoLC)1066613711 |
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(OCoLC)1153545105 |
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(OCoLC)1162293291 |
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(OCoLC)1167600096 |
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(OCoLC)1228592960 |
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(OCoLC)1243576157 |
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(OCoLC)1259160706 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
HB139 |
| Item number |
.R44 2007eb |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
BUS |
| Subject category code subdivision |
069030 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
330.01/519287 |
| Edition number |
22 |
| 049 ## - LOCAL HOLDINGS (OCLC) |
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| Holding library |
MAIN |
| 245 04 - TITLE STATEMENT |
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| Title |
The refinement of econometric estimation and test procedures : |
| Remainder of title |
finite sample and asymptotic analysis / |
| Statement of responsibility, etc |
edited by Garry D.A. Phillips and Elias Tzavalis. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc |
Cambridge, UK ; |
| -- |
New York : |
| Name of publisher, distributor, etc |
Cambridge University Press, |
| Date of publication, distribution, etc |
2007. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
1 online resource (xxvii, 389 pages) : |
| Other physical details |
illustrations |
| 336 ## - |
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| -- |
text |
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txt |
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rdacontent |
| 337 ## - |
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computer |
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c |
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rdamedia |
| 338 ## - |
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online resource |
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cr |
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rdacarrier |
| 347 ## - |
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data file |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references (pages 368-384) and index. |
| 588 0# - |
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| -- |
Print version record. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Conditional heteroskedasticity models with Pearson disturbances / Michael A. Magdalinos and George P. Mitsopoulos -- The instrumental variables method revisited: on the nature and choice of optimal instruments / Aris Spanos -- Nagar-type moment approximations in simultaneous equation models: some further results / Garry D.A. Phillips -- Local GEL methods for conditional moment restrictions / Richard J. Smith -- Limit theory for moderate deviations from a unit root under weak dependence / Peter C.B. Phillips and Tassos Magdalinos -- The structure of multiparameter tests / Christopher L. Cavanagh and Thomas J. Rothenberg -- Cornish-Fisher size corrected t and f statistics for the linear regression model with heteroscedastic errors / Spyridon D. Symeonides, Helen Kandilorou and Elias Tzavalis -- Non-parametric specification testing of non-nested econometric models / Qi Li and Thanasis Stengos -- Testing for autocorrelation in systems of equations / Phoebus J. Dhrymes -- Alternative approaches to estimation and inference in large multifactor panels: small sample results with an application to modelling of asset returns / George Kapetanios and M. Hashem Pesaran -- Judging contending estimators by simulation: tournaments in dynamic panel data models / Jan F. Kiviet -- A statistical proof of the transformation theorem / Karim M. Abadir and Jan R. Magnus -- On the joint density of the sum and sum of squares of non-negative random variables / Grant Hillier -- Conditional response analysis / Grayham E. Mizon and Anna Starszewska. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
The small sample properties of estimators and tests are frequently too complex to be useful or are unknown. Much econometric theory is therefore developed for very large or asymptotic samples where it is assumed that the behaviour of estimators and tests will adequately represent their properties in small samples. Refined asymptotic methods adopt an intermediate position by providing improved approximations to small sample behaviour using asymptotic expansions. Dedicated to the memory of Michael Magdalinos, whose work is a major contribution to this area, this book contains chapters directly concerned with refined asymptotic methods. In addition, there are chapters focusing on new asymptotic results; the exploration through simulation of the small sample behaviour of estimators and tests in panel data models; and improvements in methodology. With contributions from leading econometricians, this collection will be essential reading for researchers and graduate students concerned with the use of asymptotic methods in econometric analysis. |
| 546 ## - LANGUAGE NOTE |
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| Language note |
English. |
| 590 ## - LOCAL NOTE (RLIN) |
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| Local note |
eBooks on EBSCOhost |
| Provenance (VM) [OBSOLETE] |
EBSCO eBook Subscription Academic Collection - Worldwide |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Econometrics. |
| 9 (RLIN) |
14667 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Estimation theory. |
| 9 (RLIN) |
64884 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Économétrie. |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Théorie de l'estimation. |
| 9 (RLIN) |
878698 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
BUSINESS & ECONOMICS |
| General subdivision |
Economics |
| -- |
Theory. |
| Source of heading or term |
bisacsh |
| 9 (RLIN) |
864386 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Econometrics. |
| Source of heading or term |
fast |
| -- |
(OCoLC)fst00901574 |
| 9 (RLIN) |
14667 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Estimation theory. |
| Source of heading or term |
fast |
| -- |
(OCoLC)fst00915531 |
| 9 (RLIN) |
64884 |
| 650 17 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Econometrische modellen. |
| Source of heading or term |
gtt |
| 9 (RLIN) |
1320483 |
| 650 17 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Schattingen. |
| Source of heading or term |
gtt |
| 9 (RLIN) |
1386985 |
| 655 #4 - INDEX TERM--GENRE/FORM |
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| Genre/form data or focus term |
Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
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| Personal name |
Phillips, G. D. A. |
| 9 (RLIN) |
183366 |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Tzavalis, Elias. |
| 9 (RLIN) |
183367 |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
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| Display text |
Print version: |
| Title |
Refinement of econometric estimation and test procedures. |
| Place, publisher, and date of publication |
Cambridge, UK ; New York : Cambridge University Press, 2007 |
| International Standard Book Number |
0521870534 |
| -- |
9780521870535 |
| Record control number |
(DLC) 2006037806 |
| -- |
(OCoLC)76183718 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=206549">https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=206549</a> |
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INOPJ |
