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Econometric Modelling with Time Series

Specification, Estimation and Testing

Language EnglishEnglish
Book Paperback
Book Econometric Modelling with Time Series Vance Martin
Libristo code: 01231884
Publishers Cambridge University Press, December 2012
This book provides a general framework for specifying, estimating and testing time series econometri... Full description
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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, generalized method of moments estimation, nonparametric estimation and estimation by simulation.

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About the book

Full name Econometric Modelling with Time Series
Author Vance Martin
Language English
Binding Book - Paperback
Date of issue 2012
Number of pages 924
EAN 9780521139816
ISBN 0521139813
Libristo code 01231884
Publishers Cambridge University Press
Weight 1352
Dimensions 154 x 228 x 47

Categories

Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
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