Topics in Advanced Econometrics : Estimation, Testing, and Specification of Cross-Section and Time Series Models
Book Details
Format
Paperback / Softback
ISBN-10
0521565111
ISBN-13
9780521565110
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Feb 23rd, 1996
Print length
272 Pages
Weight
420 grams
Dimensions
15.10 x 22.90 x 2.00 cms
Product Classification:
EconometricsEconometrics and economic statistics
Ksh 7,750.00
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This book provides a rigorous treatment of a number of timely topics in advanced econometrics, together with the necessary introductory material on each subject. It will be of great use to graduate students of econometrics and statistics, and is particularly suitable for self-tuition.
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.
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