Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models - Tapa dura

Bierens, Herman J.

 
9780521419000: Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models
Tapa dura
ISBN 10: 052141900X ISBN 13: 9780521419000
Editorial: Cambridge University Press, 1994

Sinopsis

A rigorous treatment of a number of timely topics in advanced econometrics.

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Reseña del editor

In this book Herman Bierens provides a mathematically rigorous treatment of a number of timely topics in advanced econometrics. His subjects include nonlinear estimation, maximum likelihood theory, ARMA and ARMAX models, unit roots and cointegration, and nonparametric regression, together with an extensive and thorough treatment of the necessary probability theory. Professor Bierens' study is uniquely self-contained, providing the reader with a selection of the latest developments in econometric theory, along with the required introductory material on each topic. It will be of great use to graduate students of econometrics and statistics, and is particularly suitable for self-tuition.

Product Description

Book by Bierens Herman J

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Cambridge University Press
Año de publicación
1994
Idioma
Inglés
ISBN 10 
052141900X
ISBN 13 
9780521419000
Encuadernación
Tapa dura
Número de páginas
270
Contacto del fabricante
no disponible
Persona responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
Francia

Otras ediciones populares con el mismo título

9780521565110: Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models

Edición Destacada

ISBN 10:  0521565111 ISBN 13:  9780521565110
Editorial: Cambridge University Press, 2009
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