Econometric Modelling with Time Series
Specification, Estimation and Testing
Häftad, Engelska, 2012
Av Vance (University of Melbourne) Martin, Stan (Queensland University of Technology) Hurn, Victoria) Harris, David (Monash University, Vance Martin, Stan Hurn, David Harris
1 309 kr
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Fri frakt för medlemmar vid köp för minst 249 kr.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.
Produktinformation
- Utgivningsdatum2012-12-28
- Mått154 x 228 x 47 mm
- Vikt1 348 g
- SpråkEngelska
- SerieThemes in Modern Econometrics
- Antal sidor924
- FörlagCambridge University Press
- EAN9780521139816
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