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Item Details
| Title:
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TOPICS IN ADVANCED ECONOMETRICS
ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS |
| By: |
Herman J. Bierens |
| Format: |
Paperback |
| List price:
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£41.00 |
| Our price: |
£35.88 |
| Discount: |
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| You save:
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£5.12 |
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| ISBN 10: |
0521565111 |
| ISBN 13: |
9780521565110 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
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| Stock: |
Currently 0 available |
| Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
| Pub. date: |
23 February, 1996 |
| Pages: |
272 |
| Description: |
A rigorous treatment of a number of timely topics in advanced econometrics. |
| Synopsis: |
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. |
| Illustrations: |
5 tables |
| Publication: |
UK |
| Imprint: |
Cambridge University Press |
| Returns: |
Returnable |
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