Econometric Modelling with Time Series (English, Vance Martin | Stan Hurn | David Harris)-69% OFF
Cambridge University Press

Econometric Modelling with Time Series (English, Vance Martin | Stan Hurn | David Harris)

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Book Details

ISBN-139780521196604
ISBN-100521196604

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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

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