计量经济学极限分布理论解析与应用.pptVIP

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计量经济学极限分布理论解析与应用.ppt

AppliedEconometrics

WilliamGreene

DepartmentofEconomics

SternSchoolofBusiness

第1页

AppliedEconometrics

11.AsymptoticDistributionTheory

第2页

Preliminary

Thisandourclasspresentationwillbeamoderatelydetailedsketchoftheseresults.MorepletepresentationsappearinChapter4ofyourtext.Pleasereadthischapterthoroughly.Wewilldeveloptheresultsthatweneedasweproceed.Also,(Ibelieve)thatthistopicisthemostdifficultconceptuallyinthiscourse,sodofeelfreetoaskquestionsinclass.

第3页

Asymptotics:Setting

Mostmodelingsituationsinvolv

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