Asymptotic Theory for Econometricians by White, Halbert pdf vibg
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Asymptotic Theory for Econometricians by White, Halbert pdf
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Asymptotic Theory for Econometricians by Halbert White is a comprehensive and advanced textbook that delves into the mathematical foundations of econometrics. The book covers the theoretical underpinnings of asymptotic theory, which is essential for understanding the properties of estimators and hypothesis tests in econometrics. White provides a rigorous treatment of the subject, with a focus on both classical asymptotic theory and more modern developments. The book covers topics such as consistency, efficiency, asymptotic normality, and asympt