TY  - BOOK
AU  - Phillips,Garry D A (ed)
AU  - Tzavalis, Elias (ed)
TI  - The Refinement of econometric estimation and test procedures: finite sample and asymptotic analysis 
SN  - 0521870534
U1  - 330.01519287 
PY  - 2007///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Econometrics
KW  - Estimation theory
N1  - This book relates to the much econometric theory 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 focussing 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 econometricia
ER  -