Econometric Modelling with Time Series

Auteur: Martin, Vance (University of Melbourne)
Editeur: Cambridge University Press
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.
Sur commande
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.
ISBN / EAN 9780521196604
Auteur Martin, Vance (University of Melbourne)
Editeur Cambridge University Press