Econometric Modelling with Time Series : Specification, Estimation and Testing
Book Details
Format
Paperback / Softback
Book Series
Themes in Modern Econometrics
ISBN-10
0521139813
ISBN-13
9780521139816
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Dec 28th, 2012
Print length
924 Pages
Weight
1,348 grams
Dimensions
22.80 x 15.40 x 4.70 cms
Product Classification:
Econometrics
Ksh 14,250.00
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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.
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