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Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models - Couverture rigide

Bierens, Herman J.

 
9780521419000: Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models
Couverture rigide
ISBN 10 : 052141900X ISBN 13 : 9780521419000
Editeur : Cambridge University Press, 1994

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
1994
Langue
anglais
ISBN 10 
052141900X
ISBN 13 
9780521419000
Reliure
Relié
Nombre de pages
270
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
France

Autres éditions populaires du même titre

9780521565110: Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-Section and Time Series Models

Edition présentée

ISBN 10 :  0521565111 ISBN 13 :  9780521565110
Editeur : Cambridge University Press, 2009
Couverture souple