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Econometric Modelling with Time Series: Specification, Estimation and Testing - Themes in Modern Econometrics Martin, Vance (University of Melbourne)
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Econometric Modelling with Time Series: Specification, Estimation and Testing - Themes in Modern Econometrics
Martin, Vance (University of Melbourne)
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.
937 pages, 104 b/w illus. 97 tables
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2012. gada 28. decembris |
| ISBN13 | 9780521139816 |
| Izdevēji | Cambridge University Press |
| Lapas | 924 |
| Izmēri | 154 × 228 × 47 mm · 1,35 kg |
| Valoda | Angļu |
