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Item Details
Title: TOPICS IN ADVANCED ECONOMETRICS
ESTIMATION, TESTING, AND SPECIFICATION OF CROSS-SECTION AND TIME SERIES MODELS
By: Herman J. Bierens
Format: Paperback

List price: £41.00
Our price: £35.88
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You save: £5.12
ISBN 10: 0521565111
ISBN 13: 9780521565110
Availability: Usually dispatched within 1-3 weeks.
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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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