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Econometric Modelling with Time Series Hardback: Specification, Estimation and Testing (Themes in Modern Econometrics) - Tapa dura
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This book provides a general framework for specifying, estimating and testing time series econometric models.
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Vance Martin is Professor of Econometrics at the University of Melbourne, Australia, a position he has held since 2000. He graduated with a PhD from Monash University in 1990. He was appointed Lecturer at the University of Melbourne in 1985 and became a Senior Lecturer in 1990.
Stan Hurn is Professor of Economics and Finance at Queensland University of Technology, Australia, a position he has held since 1998. He graduated with a DPhil in Economics from St Edmund Hall, Oxford, in 1992. He was appointed Lecturer at the University of Glasgow in 1988 and became a Senior Lecturer in 1993 before being named Official Fellow in Economics at Brasenose College, Oxford, in 1996.
David Harris is Professor of Econometrics at Monash University, Australia. He was awarded his PhD in Econometrics from Monash University in 1995. He was lecturer in econometrics from 1995 to 1997 at Monash University and from 1998 to 2010 at the University of Melbourne.
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- EditorialCambridge University Press
- Año de publicación2013
- ISBN 10 0521196604
- ISBN 13 9780521196604
- EncuadernaciónTapa dura
- IdiomaInglés
- Número de páginas907
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Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics)
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Cambridge University Press, 2012
ISBN 10: 0521196604
ISBN 13: 9780521196604
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Econometric Modelling With Time Series: Specification, Estimation and Testing
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Econometric Modelling with Time Series
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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,. Nº de ref. del artículo: 446929671
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Econometric Modelling with Time Series (Hardcover)
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Hardcover. Condición: new. Hardcover. 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. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Nº de ref. del artículo: 9780521196604
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Econometric Modelling with Time Series (Hardcover)
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Hardcover. Condición: new. Hardcover. 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. 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Nº de ref. del artículo: 9780521196604
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Econometric Modelling with Time Series
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Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book provides a general framework for specifying, estimating and testing time series econometric models. Nº de ref. del artículo: 9780521196604
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Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics)
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Econometric Modelling with Time Series (Hardcover)
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ISBN 13: 9780521196604
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Hardcover. Condición: new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Nº de ref. del artículo: 9780521196604
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Econometric Modelling With Time Series: Specification, Estimation and Testing
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