Topics in advanced econometrics : estimation, testing, and specification of cross-section and time series models

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.

著者

Bierens, Herman J.

出版社

Cambridge University Press

発売日

1994年1月発売

価格

価格未定（税込・書誌情報提供：openBD）

ISBN

9780521419000

発売済み