9780521139816 - econometric modelling with time series paperback: specification, estimation and testing (themes in modern econometrics) de martin; hurn; harris (14 resultados)

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Librería: Ria Christie Collections, Uxbridge, Reino UnidoRia Christie Collections
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EUR 95,90
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Librería: Chiron Media, Wallingford, , Reino UnidoChiron Media
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paperback. Condición: New.

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Librería: Kennys Bookstore, Olney, MD, Estados Unidos de AmericaKennys Bookstore
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EUR 188,47
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Condición: New. 2012. Paperback. This book provides a general framework for specifying, estimating and testing time series econometric models. Series: Themes in Modern Econometrics. Num Pages: 924 pages, 104 b/w illus. 97 tables. BIC Classification: KCH. Category: (U) Tertiary Education (US: College). Dimension: 228 x 154 x 47.…Weight in Grams: 1380. Specification, Estimation, and Testing. Series: Themes in Modern Econometrics. 937 pages, 104 b/w illus. 97 tables. This book provides a general framework for specifying, estimating and testing time series econometric models. Cateogry: (U) Tertiary Education (US: College). BIC Classification: KCH. Dimension: 228 x 154 x 47. Weight: 1188. . . . . . Books ship from the US and Ireland.

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Librería: Revaluation Books, Exeter, , Reino UnidoRevaluation Books
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EUR 182,10
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Paperback. Condición: Brand New. 960 pages. 8.90x2.00x6.00 inches. In Stock.

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Librería: Mispah books, Redhill, SURRE, Reino UnidoMispah books
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EUR 181,04
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Paperback. Condición: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.

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Librería: AHA-BUCH GmbH, Einbeck, AlemaniaAHA-BUCH GmbH
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EUR 159,65
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 es…timation, 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.

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Librería: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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EUR 218,15
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Condición: New. 2012. Paperback. This book provides a general framework for specifying, estimating and testing time series econometric models. Series: Themes in Modern Econometrics. Num Pages: 924 pages, 104 b/w illus. 97 tables. BIC Classification: KCH. Category: (U) Tertiary Education (US: College). Dimension: 228 x 154 x 47.…Weight in Grams: 1380. Specification, Estimation, and Testing. Series: Themes in Modern Econometrics. 937 pages, 104 b/w illus. 97 tables. This book provides a general framework for specifying, estimating and testing time series econometric models. Cateogry: (U) Tertiary Education (US: College). BIC Classification: KCH. Dimension: 228 x 154 x 47. Weight: 1188. . . . . .

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Librería: Revaluation Books, Exeter, , Reino UnidoRevaluation Books
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EUR 104,05
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Paperback. Condición: Brand New. 960 pages. 8.90x2.00x6.00 inches. In Stock. This item is printed on demand.

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Librería: Majestic Books, Hounslow, , Reino UnidoMajestic Books
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EUR 125,44
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Condición: New. Print on Demand pp. 928 104 Illus.

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Librería: Books Puddle, New York, NY, Estados Unidos de AmericaBooks Puddle
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EUR 131,51
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Condición: New. Print on Demand pp. 928.

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Librería: Grand Eagle Retail, Bensenville, IL, Estados Unidos de AmericaGrand Eagle Retail
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EUR 142,36
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Paperback. Condición: new. Paperback. 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 esti…mation, 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. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

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Librería: Biblios, frankfurt am main, HESSE, AlemaniaBiblios
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EUR 128,56
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Condición: New. PRINT ON DEMAND pp. 928.

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Librería: CitiRetail, Stevenage, Reino UnidoCitiRetail
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EUR 108,96
Envío por EUR 42,79Se envía de Reino Unido a Estados Unidos de AmericaCantidad disponible: 1 disponibles
Paperback. Condición: new. Paperback. 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 esti…mation, 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

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Librería: moluna, Greven, , Alemaniamoluna
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EUR 105,28
Envío por EUR 48,99Se envía de Alemania a Estados Unidos de AmericaCantidad disponible: Más de 20 disponibles
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, includ…ing quasi-maximum likelihood estimation..