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Topics in Advanced Econometrics - Estimation, Testing, and Specification of Cross-Section and Time Series Models (Paperback, Revised) Loot Price: R1,161
Discovery Miles 11 610
Topics in Advanced Econometrics - Estimation, Testing, and Specification of Cross-Section and Time Series Models (Paperback,...

Topics in Advanced Econometrics - Estimation, Testing, and Specification of Cross-Section and Time Series Models (Paperback, Revised)

Herman J. Bierens

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Loot Price R1,161 Discovery Miles 11 610 | Repayment Terms: R109 pm x 12*

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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.

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Release date: February 1996
First published: 1994
Authors: Herman J. Bierens
Dimensions: 228 x 152 x 16mm (L x W x T)
Format: Paperback - Trade
Pages: 258
Edition: Revised
ISBN-13: 978-0-521-56511-0
Categories: Books > Business & Economics > Economics > Econometrics > General
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LSN: 0-521-56511-1
Barcode: 9780521565110

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