9780521139816 - econometric modelling with time series: specification, estimation and testing di martin, vance; hurn, stan; harris, david (13 risultati)
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Da: WorldofBooks, Goring-By-Sea, WS, Regno UnitoWorldofBooks
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EUR 53,73
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Paperback. Condizione: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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EUR 101,83
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Condizione: New. In.
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Da: Chiron Media, Wallingford, Regno UnitoChiron Media
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EUR 99,54
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paperback. Condizione: New.
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Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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EUR 188,92
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Condizione: New. 2012. Paperback. This book provides a general framework for specifying, estimating and testing time series econometric models. Series: Themes in Modern Econometrics. Num Pages: 924 pages, 104 b/w illus. 97 tables. BIC Classification: KCH. Category: (U) Tertiary Education (US: College). Dimension: 228 x 154 x 47.… Weight in Grams: 1380. Specification, Estimation, and Testing. Series: Themes in Modern Econometrics. 937 pages, 104 b/w illus. 97 tables. This book provides a general framework for specifying, estimating and testing time series econometric models. Cateogry: (U) Tertiary Education (US: College). BIC Classification: KCH. Dimension: 228 x 154 x 47. Weight: 1188. . . . . . Books ship from the US and Ireland.
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 181,94
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Paperback. Condizione: Brand New. 960 pages. 8.90x2.00x6.00 inches. In Stock.
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Da: Mispah books, Redhill, SURRE, Regno UnitoMispah books
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EUR 182,95
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Paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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EUR 159,65
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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 e…stimation, 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.
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 218,15
EUR 9,50 spedizioneSpedito da Irlanda a U.S.A.Quantità: Più di 20 disponibili
Condizione: New. 2012. Paperback. This book provides a general framework for specifying, estimating and testing time series econometric models. Series: Themes in Modern Econometrics. Num Pages: 924 pages, 104 b/w illus. 97 tables. BIC Classification: KCH. Category: (U) Tertiary Education (US: College). Dimension: 228 x 154 x 47.… Weight in Grams: 1380. Specification, Estimation, and Testing. Series: Themes in Modern Econometrics. 937 pages, 104 b/w illus. 97 tables. This book provides a general framework for specifying, estimating and testing time series econometric models. Cateogry: (U) Tertiary Education (US: College). BIC Classification: KCH. Dimension: 228 x 154 x 47. Weight: 1188. . . . . .
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Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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Condizione: New. Print on Demand pp. 928 104 Illus.
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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EUR 132,98
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Condizione: New. Print on Demand pp. 928.
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Da: Biblios, frankfurt am main, HESSE, GermaniaBiblios
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EUR 129,59
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Condizione: New. PRINT ON DEMAND pp. 928.
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Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
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EUR 110,12
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Paperback. Condizione: new. Paperback. 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 est…imation, 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. 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
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Da: moluna, Greven, Germaniamoluna
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EUR 105,28
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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, inclu…ding quasi-maximum likelihood estimation..
