Finite Sample Econometrics

• The first book in econometrics literature that provides a systematic treatment of finite sample methodologies.
• Provides intuitive explanations of difficult concepts and simple developments of technical material.
• Opens up new areas of future applied theoretical and computational research.

Readership: Researches in economics, statistics, psychology, sociology, engineering and medical sciences. Graduate students in econometrics, statistics and other applied sciences. Researchers in academic consulting firms and research organizations, such as The World Bank and the Bureau of Labor Statistics.

Aman Ullah, Professor of Economics, University of California, Riverside

1: Introduction
2: Finite Sample Moments
3: Finite Sample Distributions
4: Regression Model
5: Models with Nonscalar Covariance Matrix of Errors
6: Dynamic Time Series Model
7: Simultaneous Equations Model
Appendix
References