Econometric Modelling with Time Series Econometric Modelling with Time Series
Themes in Modern Econometrics

Econometric Modelling with Time Series

Specification, Estimation and Testing

Vance Martin and Others
    • $99.99
    • $99.99

Publisher Description

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.

GENRE
Business & Personal Finance
RELEASED
2014
March 29
LANGUAGE
EN
English
LENGTH
928
Pages
PUBLISHER
Cambridge University Press
SELLER
Cambridge University Press
SIZE
108.2
MB

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