Econometric Modelling with Time Series - Specification, Estimation and Testing - Bog af Vance (University of Melbourne) Martin - Paperback
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.
Bogreolen.dk
DKK 865.95
Econometric Modelling with Time Series - Specification, Estimation and Testing - Vance (University of Melbourne) Martin
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.
Tales.dk
DKK 866.95