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Econometric Modelling with Time Series: Specification, Estimation and Testing (Themes in Modern Econometrics)
Econometric Modelling with Time Series Specification Estimation and Testing - Themes in Modern Econometrics
Author: Vance Martin, Stan Hurn, David Harris
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 si...  more »
ISBN-13: 9780521139816
ISBN-10: 0521139813
Publication Date: 7/31/2012
Pages: 928
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Publisher: Cambridge University Press
Book Type: Paperback
Other Versions: Hardcover
Members Wishing: 0
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