Econometric Modelling with Time Series (BOK)

Vance Martin

899,00 89900
Sendes vanligvis innen 5-15 dager
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. 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.

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2012 Forfatter Vance Martin
Forlag
CAMBRIDGE UNIVERSITY PRESS
ISBN 9780521139816
Antall sider 937 Dimensjoner 15,7cm x 23cm x 5,2cm
Vekt 1202 gram Leverandør Bertram Trading Ltd
Emner og form Econometrics