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Econometric Modelling with Time Series (Themes in Modern Econometrics)

Vance Martin, Stan Hurn, David Harris




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 | #1652282 in eBooks |  2012-08-31 |  2013-01-16 | File type: PDF

||0 of 0 people found the following review helpful.| Handbook for Econometric Modelling|By L. Weng|It's a very comprehensive handbook for econometric modelling and there are lots of practical examples which are helpful to understand certain complicated concepts.|0 of 0 people found the following review helpful.| Excellent! I have a handful of "go-to" books in ...|By dmq|Excellent| |'This book will be an excellent text for advanced undergraduate and postgraduate courses in econometric time series. The statistical theory is clearly presented and the many examples make the techniques readily accessible and illustrate their practical importa

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, generalized 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 ma...

You easily download any file type for your device.Econometric Modelling with Time Series (Themes in Modern Econometrics)   |  Vance Martin, Stan Hurn, David Harris. Which are the reasons I like to read books. Great story by a great author.

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