Econometric Modelling with Time Series
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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.
Информация за "Econometric Modelling with Time Series"
- SKU 9780521139816
- Weight 1.352000
- ISBN 9780521139816
- Вид корица Paperback / softback
- Издателство Cambridge University Press
- Брой страници 924
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