9780521139816 - econometric modelling with time series: specification, estimation and testing di martin, vance; hurn, stan; harris, david (14 risultati)
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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EUR 96,09
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Da: Chiron Media, Wallingford, Regno UnitoChiron Media
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EUR 98,69
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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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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 185,58
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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 181,40
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Paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
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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 10,50 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: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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EUR 159,65
EUR 67,35 spedizioneSpedito da Germania a U.S.A.Quantità: 1 disponibili
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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- Print on Demand
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 104,25
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Paperback. Condizione: Brand New. 960 pages. 8.90x2.00x6.00 inches. In Stock. This item is printed on demand.
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Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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EUR 130,17
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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 136,36
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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 130,41
EUR 9,95 spedizioneSpedito da Germania a U.S.A.Quantità: 4 disponibili
Condizione: New. PRINT ON DEMAND pp. 928.
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Da: Grand Eagle Retail, Bensenville, IL, U.S.A.Grand Eagle Retail
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EUR 145,09
Spedizione gratuitaSpedito in U.S.A.Quantità: 1 disponibili
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 multiple locations in the US or from the UK, depending on stock availability.
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Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 109,18
EUR 42,87 spedizioneSpedito da Regno Unito a U.S.A.Quantità: 1 disponibili
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
Contatta il venditoreVenditore con 5 stelleCondizione: Nuovo
EUR 105,28
EUR 48,99 spedizioneSpedito da Germania a U.S.A.Quantità: Più di 20 disponibili
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..
