This text provides a comprehensive and unified treatment of finite sample statistics and econometrics, a field that has evolved since the 1950s. Within this framework, the book 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. Finite sample results are extremely useful for applied researchers doing proper econometric analysis with small or moderately large sample data. Finite sample econometrics also provides the results for very large (asymptotic) samples. This book provides simple and intuitive presentations of difficult concepts, unified and heuristic developments of methods and applications to various econometric models. It provides a new perspective on teaching and research in econometrics, statistics and other applied subjects.

About the Author
Aman Ullah is a Professor in the Department of Economics at the University of California, Riverside. Earlier, he was a Professor at the University of Western Ontario, Canada and also taught at the Southern Methodist University. He received the Ph.D. degree (1971) in economics from Delhi School of Economics and M.A. in Mathematical Statistics form Lucknow University. A Fellow of the National Academy of Sciences (India), he is the co-author, editor, and co-editor of seven books and the author or co-author of over 100 professional resources papers in economics, econometrics and statistics. He is associate editor of the Journal of Nonparametric Statistics, Economic Reviews, and Empirical Economics, among others.


Book Information
ISBN 9780198774488
Author Aman Ullah
Format Paperback
Page Count 242
Imprint Oxford University Press
Publisher Oxford University Press
Weight(grams) 377g
Dimensions(mm) 234mm * 156mm * 14mm