Topics in advanced econometrics: estimation, testing, and specification of cross-section and time series models

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 ex...

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1. Verfasser: Bierens, Herman J. 1943- (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Cambridge Cambridge University Press 1994
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Zusammenfassung: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
Beschreibung:Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Beschreibung:1 online resource (xii, 258 pages)
ISBN:9780511599279
DOI:10.1017/CBO9780511599279

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