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Econometric Modelling with Time Series 9780521196604
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ISBN: 9780521196604
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.
Dit artikel bestel je voordelig 2e hands op studystore.nlIn goede staat, snel in huis én gratis thuisbezorgd. Toelichting:De prijs in deze advertentie is gebaseerd op onze laagste 2e hands prijs (OP=OP).Zodra een 2e hands boek op is, kan het voorkomen dat je op Studystore het boek alleen nog nieuw kunt bestellen.
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.
Dit artikel bestel je voordelig 2e hands op studystore.nlIn goede staat, snel in huis én gratis thuisbezorgd. Toelichting:De prijs in deze advertentie is gebaseerd op onze laagste 2e hands prijs (OP=OP).Zodra een 2e hands boek op is, kan het voorkomen dat je op Studystore het boek alleen nog nieuw kunt bestellen.