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
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