Econometric Modelling with Time Series 1
bokomslag Econometric Modelling with Time Series
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Econometric Modelling with Time Series

Vance Martin • Stan Hurn • David Harris • Vance Martin • Stan Hurn

Pocket

1329:-

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  • 924 sidor
  • 2012
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.
  • Författare: Vance Martin, Stan Hurn, David Harris, Vance Martin, Stan Hurn
  • Format: Pocket/Paperback
  • ISBN: 9780521139816
  • Språk: Engelska
  • Antal sidor: 924
  • Utgivningsdatum: 2012-12-28
  • Förlag: Cambridge University Press

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