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Econometric modelling with time series

by Vance Martin | 28 December 2012
PAPERBACK
Category: Economics
Synopsis
This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.
€86.79
260 Reward Points
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Eligible for free delivery

Any purchases for more than €10 are eligible for free delivery anywhere in the UK or Ireland!

Synopsis
This book provides a general framework for specifying, estimating and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalised method of moments estimation, nonparametric estimation and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.
Quantity
Quantity
€86.79
260 Reward Points
In stock online
Delivery in 5-7 Days
Eligible for free delivery

Any purchases for more than €10 are eligible for free delivery anywhere in the UK or Ireland!

Quantity
Quantity

Product Details

ISBN - 9780521139816
Format - PAPERBACK
Publisher -
Published - 28/12/2012
Categories - All, Books, History and Politics, Politics Philosophy, Popular Sociology, All, Books, Business Computers, Finance, Economics
No. of Pages - 924
Weight - 2.6
Edition -
Series - - Not Available
Page Size - 23
Language - en-US
Readership Age - Not Available
Table of Contents - Not Available

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