Economics
Econometric Modelling with Time Series (English, Vance Martin | Stan Hurn | David Harris)
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Product Description
About the Book
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 framew…
ISBN: 9780521196604
Book Specifications
| ISBN-13 | 9780521196604 |
| ISBN-10 | 0521196604 |
| Publisher | Cambridge University Press |
| Category | Economics |
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