Samhälle & debatt
Identification and Inference for Econometric Models
Donald W K Andrews • James H Stock • Donald W K Andrews • James H Stock • Thomas J Rothenberg
Inbunden
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The chapters in this 2005 text cover four themes: identification and efficient estimation in econometrics, asymptotic approximations to the distributions of econometric estimators and tests, inference involving potentially nonstationary time series, such as processes that might have a unit autoregressive root, and nonparametric and semiparametric inference.
- Format: Inbunden
- ISBN: 9780521844413
- Språk: Engelska
- Antal sidor: 588
- Utgivningsdatum: 2005-06-17
- Förlag: Cambridge University Press