Econometric Modelling with Time Series

Name: Econometric Modelling with Time Series
Brand: Cambridge University Press
SKU: 9780521196604
Price: 3181 CZK
Availability: InStock

Specification, Estimation and Testing

Autor: Vance L Martin

Jazyk:

Vazba: Pevná

Vydavatel: Cambridge University Press

Dostupnost: Skladem u dodavatele

Odesíláme za 10-18 dnů

3 181 Kč

This book provides a general framework for specifying, estimating and testing time series econometri...

Informace o knize

Autor

Vance L Martin

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2012

Stránek

924

EAN

9780521196604

ISBN

0521196604

Enbook ID

01329946

Vydavatel

Cambridge University Press

Hmotnost

1442

Rozměry

161 x 229 x 54

Kompletní popis

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. 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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Econometric Modelling with Time Series

Specification, Estimation and Testing

Informace o knize

Kompletní popis

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Zákaznicí kteří koupili tuto knihu koupili také