Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models - Hardcover

Bierens, Herman J.

 
9780521419000: Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models
Hardcover
ISBN 10: 052141900X ISBN 13: 9780521419000
Verlag: Cambridge University Press, 1994

Inhaltsangabe

A rigorous treatment of a number of timely topics in advanced econometrics.

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Reseña del editor

In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics. His subjects include nonlinear estimation, maximum likelihood theory, ARMA and ARMAX models, unit roots and cointegration, and nonparametric regression, together with an extensive and thorough treatment of the necessary probability theory. Professor Bierens' study is uniquely self-contained, providing the reader with a selection of the latest developments in econometric theory, along with the required introductory material on each topic. It will be of great use to graduate students of econometrics and statistics, and is particularly suitable for self-tuition.

Product Description

Book by Bierens Herman J

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Cambridge University Press
Erscheinungsdatum
1994
Sprache
Englisch
ISBN 10 
052141900X
ISBN 13 
9780521419000
Einband
Tapa dura
Anzahl der Seiten
270
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
Frankreich

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ISBN 10:  0521565111 ISBN 13:  9780521565110
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Softcover