Book Review Of Statistical Foundations For Econometric Techniques By Asad Zaman
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Book Review of 'Statistical Foundations for Econometric Techniques' by Asad Zaman
This is pre-print of a book review of a graduate econometrics textbook entitled quot;Statistical Foundations for Econometric Techniques,quot; 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.