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

Norman Swanson

MPRA Paper from University Library of Munich, Germany

Abstract: 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.

Keywords: empirical Bayes; robust regression; Edgeworth expansion; higher order asymptotic theory; stringency; tests for structural change (search for similar items in EconPapers)
JEL-codes: C10 (search for similar items in EconPapers)
Date: 1996-08
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Published in Econometric Reviews 2.17(1998): pp. 221-225

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:11047

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