Econometric Modelling With Time Series
Specification, Estimation And Testing
language: english
Publisher:
CAMBRIDGE UNIVERSITY PRESS, December of 2012 ‧
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SYNOPSIS
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.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9780521139816 |
| Publisher: | CAMBRIDGE UNIVERSITY PRESS |
| Release Date: | December of 2012 |
| Language: | English |
| Cover: | Softcover |
| Pages: | 924 |
| Format: | Book |
| Collection: | Themes In Modern Econometrics |
| Categories: |
Books in English
>
Economics, Finance and Accounting
>
Economy
|
| EAN: | 9780521139816 |
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