Reviews for Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis

The average rating for Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis based on 2 reviews is 3 stars.

Review # 1 was written on 2008-02-06 00:00:00 Leon A. Groenenberg This book is a totally cool introduction to functional analysis. The presentation is clear and easy to follow without being slow paced, and in particular I like the treatment of weak* convergence more than Billingsley's. Before reading this book, I knew squat. Afterward, of course I still know very little, but it taught me enough to be able to make respectable progress on some problems in infinite dimensional vector spaces. So I am a content reader.

Review # 2 was written on 2008-10-10 00:00:00 Christine Armas A good reference book for PhD level time series Econometrics. For more theoretical studies Hurn's "Econometric Modeling" is suggested.