Econometric Modelling With Time Series
Specification, Estimation And Testing
idioma: inglês
Editor:
CAMBRIDGE UNIVERSITY PRESS, dezembro de 2012 ‧
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9780521139816 |
| Editor: | CAMBRIDGE UNIVERSITY PRESS |
| Data de Lançamento: | dezembro de 2012 |
| Idioma: | Inglês |
| Encadernação: | Capa mole |
| Páginas: | 924 |
| Tipo de produto: | Livro |
| Coleção: | Themes In Modern Econometrics |
| Classificação Temática: |
Livros em Inglês
>
Economia, Finanças e Contabilidade
>
Economia
|
| EAN: | 9780521139816 |
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