Book Review of 'Statistical Foundations for Econometric Techniques' by Asad Zaman

5 Pages Posted: 20 Nov 2008

See all articles by Norman R. Swanson

Norman R. Swanson

Rutgers University - Department of Economics; Rutgers, The State University of New Jersey - Department of Economics

Date Written: August 9, 1996

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: efficiency, robust estimation, empirical Bayes

JEL Classification: C10

Suggested Citation

Swanson, Norman Rasmus and Swanson, Norman Rasmus, Book Review of 'Statistical Foundations for Econometric Techniques' by Asad Zaman (August 9, 1996). Available at SSRN: https://ssrn.com/abstract=1286767 or http://dx.doi.org/10.2139/ssrn.1286767

Norman Rasmus Swanson (Contact Author)

Rutgers, The State University of New Jersey - Department of Economics ( email )

75 Hamilton Street
New Brunswick, NJ 08901
United States
848-932-7432 (Phone)

HOME PAGE: http://econweb.rutgers.edu/nswanson/

Rutgers University - Department of Economics ( email )

NJ
United States

HOME PAGE: http://econweb.rutgers.edu/nswanson/

Do you have negative results from your research you’d like to share?

Paper statistics

Downloads
89
Abstract Views
809
Rank
520,494
PlumX Metrics