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Econometric Modelling with Time Series: Specification, Estimation and Testing - Themes in Modern Econometrics Martin, Vance (University of Melbourne)
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Econometric Modelling with Time Series: Specification, Estimation and Testing - Themes in Modern Econometrics
Martin, Vance (University of Melbourne)
This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation.
907 pages, 104 b/w illus. 97 tables
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 28 de diciembre de 2012 |
| ISBN13 | 9780521196604 |
| Editores | Cambridge University Press |
| Páginas | 924 |
| Dimensiones | 161 × 229 × 54 mm · 1,44 kg |
| Lengua | Inglés |
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