Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics)

Lingua: inglese

Editore: Cambridge University Press, United Kingdom, Cambridge, 2012

0521139813 / 9780521139816

Da: WorldofBooks, Goring-By-Sea, WS, Regno UnitoWorldofBooks

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Descrizione dell’articolo da parte del venditore

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. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.…

Codice articolo GOR007481647

Titolo
Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics)
Autore
Vance Martin (University of Melbourne)
Editore
Cambridge University Press, United Kingdom, Cambridge
Anno di pubblicazione
2012
Condizione
Very Good
Rilegatura
Paperback
Lingua
inglese
ISBN 10
0521139813
ISBN 13
9780521139816
Peso dell'articolo
1352 grammi
Dimensioni
152.0 x 226.0

WorldofBooks

Goring-By-Sea, WS, Regno Unito

Venditore con 5 stelle

Venditore AbeBooks dal 16 marzo 2007

Tariffe di spedizione da Regno Unito a U.S.A.

ArticoloDa 7 a 12 giorni lavorativiDa 5 a 9 giorni lavorativi
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