BOOK REVIEW of “Statistical Foundations for Econometric Techniques” by Asad Zaman

This is pre-print of a book review of a graduate econometrics textbook entitled "Statistical Foundations for Econometric Techniques," by Asad Zaman. Four parts of the book cover estimation, testing, asymptotics (first and higher order), and empirical Bayes methods for regression models. Emphasis is on intuition and on development of criteria to choose among the large variety of estimation and testing techniques available in the literature.

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Year of publication:	1996-08
Authors:	Swanson, Norman
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	empirical Bayes \| robust regression \| Edgeworth expansion \| higher order asymptotic theory \| stringency \| tests for structural change

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Notes:	Published in Econometric Reviews 2.17(1998): pp. 221-225
Classification:	C10 - Econometric and Statistical Methods: General. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005621254