9780521196604 - Econometric Modelling with Time Series Hardback: Specification, Estimation and Testing (Themes in Modern Econometrics) de Martin; Hurn; Harris (13 resultados)

Condición: New. In.

Condición: New. 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: 229 x 161 x 54. Weight in Grams: 1438. . 2013. Illustrated. hardcover. . . . .

Condición: New. pp. 928.

Condición: New. 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: 229 x 161 x 54. Weight in Grams: 1438. . 2013. Illustrated. hardcover. . . . . Books ship from the US and Ireland.

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. 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.

Hardcover. Condición: Like New. Like New. book.

Hardcover. Condición: Brand New. 960 pages. 9.10x2.00x6.40 inches. In Stock.

Hardcover. Condición: Brand New. 960 pages. 9.10x2.00x6.40 inches. In Stock. This item is printed on demand.

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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.

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,.

Condición: New. Print on Demand pp. 928 104 Illus.

Condición: New. PRINT ON DEMAND pp. 928.

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. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.