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Econometric Modelling with Time Series

Name: Econometric Modelling with Time Series
Brand: Cambridge University Press
SKU: 01231884
Price: 114.84 EUR
Availability: InStock

Vance Martin

Language

English

Book Paperback

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

Libristo code: 01231884

287 b

114.84 €

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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.