Książka Topics in Advanced Econometrics Herman J. Bierens

Topics in Advanced Econometrics

Estimation, Testing, and Specification of Cross-Section and Time Series Models

Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 14-21 dni
247.47
In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topic...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
1996
strony
272
EAN
9780521565110
ISBN
0521565111
Enbook ID
02035420
Waga
391
Wymiary
152 x 229 x 16

Pełny opis

In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics. His subjects include nonlinear estimation, maximum likelihood theory, ARMA and ARMAX models, unit roots and cointegration, and nonparametric regression, together with an extensive and thorough treatment of the necessary probability theory. Professor Bierens' study is uniquely self-contained, providing the reader with a selection of the latest developments in econometric theory, along with the required introductory material on each topic. It will be of great use to graduate students of econometrics and statistics, and is particularly suitable for self-tuition.

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