Name: Econometric Modelling With Time Series Hardback (Themes in Modern Econometrics) (en Inglés)
Price: 3255.45 MXN
Availability: InStock
Author: Martin, Vance ; Hurn, Stan ; Harris, David
ISBN: 9780521196604

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portada Econometric Modelling With Time Series Hardback (Themes in Modern Econometrics) (en Inglés)

Formato

Libro Físico

Autor

David Harris

Vance Martin

Stan Hurn

Editorial

Cambridge University Press

Año

2012

Idioma

Inglés

N° páginas

924

Encuadernación

Tapa Dura

Dimensiones

23.1 x 16.3 x 5.1 cm

Peso

1.24 kg.

ISBN

0521196604

ISBN13

9780521196604

Categorías

Econometría

Econometric Modelling With Time Series Hardback (Themes in Modern Econometrics) (en Inglés)

David Harris (Autor) · Vance Martin (Autor) · Stan Hurn (Autor) · Cambridge University Press · Tapa Dura

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Reseña del libro "Econometric Modelling With Time Series Hardback (Themes in Modern Econometrics) (en Inglés)"

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 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.