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Econometric Modelling With Time Series

Specification, Estimation And Testing

by Stan (Queensland University Of Technology) Hurn, David (Monash University, Victoria) Harris e Vance (University Of Melbourne) Martin
language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, December of 2012 ‧
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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.

Econometric Modelling With Time Series

Specification, Estimation And Testing

by Stan (Queensland University Of Technology) Hurn, David (Monash University, Victoria) Harris e Vance (University Of Melbourne) Martin

Property Description
ISBN: 9780521196604
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: December of 2012
Language: English
Cover: Hardcover
Pages: 924
Format: Book
Collection: Themes In Modern Econometrics
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9780521196604

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